-20.6%
BA vs KR
+82.5%
-103.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | 0.0% | +2.7% | -2.6% | -0.1% |
| 30D | -8.9% | +11.3% | -20.2% | -9.4% |
| 3M | -25.5% | +22.3% | -47.8% | -26.2% |
| 6M | -27.0% | +5.8% | -32.7% | -27.3% |
| YTD | -20.1% | +11.7% | -31.8% | -20.9% |
| 1Y | -11.0% | +8.9% | -19.9% | -11.7% |
| 3Y | -11.8% | +67.1% | -79.0% | -17.0% |
| 5Y | -20.6% | +80.0% | -100.7% | -29.7% |
| All | -20.6% | +82.5% | -103.1% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling