+803.7%
B vs KR
+4,491.2%
-3,687.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | +1.5% | -3.1% | -1.6% |
| 30D | +9.4% | +4.1% | +5.4% | +9.4% |
| 3M | +5.0% | -5.2% | +10.2% | +5.1% |
| 6M | -3.5% | -12.8% | +9.2% | -3.4% |
| YTD | +4.5% | -4.6% | +9.1% | +4.4% |
| 1Y | +67.8% | -11.7% | +79.5% | +67.9% |
| 3Y | +196.7% | +36.3% | +160.4% | +194.1% |
| 5Y | +151.9% | +40.0% | +111.9% | +149.6% |
| 10Y | +202.2% | +122.2% | +80.0% | +197.2% |
| All | +803.7% | +4,491.2% | -3,687.5% | +943.1% |
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