-1.0%
ALAB vs KR
+10.6%
-11.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -0.4% |
| 7D | +16.3% | +4.6% | +11.7% | +24.5% |
| 30D | -26.1% | +12.2% | -38.3% | -10.0% |
| 3M | -31.3% | +24.6% | -55.8% | -0.2% |
| 6M | -1.0% | +8.2% | -9.2% | +29.5% |
| All | -1.0% | +10.6% | -11.6% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling