-1.4%
BAC vs KR
+10.4%
-11.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +1.1% |
| 7D | +3.2% | +4.6% | -1.3% | +3.6% |
| 30D | -0.7% | +12.2% | -12.9% | +0.4% |
| 3M | -20.0% | +24.6% | -44.5% | -18.0% |
| 6M | +3.4% | +8.2% | -4.8% | +4.0% |
| YTD | -5.7% | +15.3% | -21.0% | -6.6% |
| 1Y | -1.4% | +9.8% | -11.2% | -1.7% |
| All | -1.4% | +10.4% | -11.8% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling