+957.8%
AAOI vs KR
+266.1%
+691.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.9% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -23.7% | +5.1% | -28.7% | -24.0% |
| 3M | -39.0% | -8.2% | -30.9% | -38.7% |
| 6M | -17.0% | -18.0% | +0.9% | -16.0% |
| YTD | +202.2% | -4.8% | +207.0% | +200.8% |
| 1Y | +292.4% | -11.0% | +303.4% | +292.2% |
| 3Y | +804.4% | +37.7% | +766.7% | +713.0% |
| 5Y | +1,318.0% | +52.8% | +1,265.3% | +1,117.0% |
| 10Y | +436.7% | +128.8% | +307.9% | +299.1% |
| All | +957.8% | +266.1% | +691.7% | +407.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling