+503.8%
APP vs KR
+110.2%
+393.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | +10.6% | +0.5% | +10.0% | +10.6% |
| 30D | +44.6% | +14.9% | +29.7% | +45.9% |
| 3M | +29.6% | +25.4% | +4.2% | +31.5% |
| 6M | -19.8% | +9.3% | -29.1% | -19.2% |
| YTD | -41.6% | +13.7% | -55.2% | -41.1% |
| 1Y | -32.7% | +9.2% | -41.9% | -32.1% |
| 3Y | +799.0% | +70.1% | +728.9% | +763.5% |
| 5Y | +250.4% | +82.5% | +167.9% | +240.1% |
| All | +503.8% | +110.2% | +393.6% | +449.4% |
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