+527.5%
APP vs KR
+113.1%
+414.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +4.0% |
| 7D | +4.6% | +4.6% | 0.0% | +4.9% |
| 30D | +56.0% | +12.2% | +43.8% | +57.2% |
| 3M | +30.8% | +24.6% | +6.3% | +32.7% |
| 6M | -9.8% | +8.2% | -18.0% | -9.2% |
| YTD | -39.3% | +15.3% | -54.6% | -38.7% |
| 1Y | -26.4% | +9.8% | -36.2% | -25.7% |
| 3Y | +887.9% | +71.4% | +816.6% | +850.3% |
| 5Y | +264.1% | +85.1% | +179.0% | +253.8% |
| All | +527.5% | +113.1% | +414.3% | +471.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling