+335.4%
AVGO vs KR
+30.0%
+305.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -0.7% |
| 7D | +1.0% | -2.7% | +3.7% | +0.1% |
| 30D | -13.3% | +1.9% | -15.2% | -12.6% |
| 3M | -2.9% | -11.0% | +8.2% | -6.0% |
| 6M | +5.7% | -20.2% | +25.9% | -0.1% |
| YTD | +4.6% | -7.3% | +11.9% | +3.4% |
| 1Y | -1.6% | -13.1% | +11.5% | -4.1% |
| All | +335.4% | +30.0% | +305.4% | +330.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling