+217.6%
BAC vs KR
+159.1%
+58.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | +3.2% | +4.6% | -1.3% | +2.7% |
| 30D | -0.7% | +12.2% | -12.9% | -2.0% |
| 3M | -20.0% | +24.6% | -44.5% | -22.0% |
| 6M | +3.4% | +8.2% | -4.8% | +2.3% |
| YTD | -5.7% | +15.3% | -21.0% | -8.0% |
| 1Y | -1.4% | +9.8% | -11.2% | -3.2% |
| 3Y | +97.9% | +71.4% | +26.6% | +79.8% |
| 5Y | +22.9% | +85.1% | -62.1% | +9.2% |
| All | +217.6% | +159.1% | +58.5% | +155.5% |
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