+1,376.8%
BAC vs KR
+4,491.2%
-3,114.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | +1.5% | -0.4% | +0.7% |
| 30D | -0.4% | +4.1% | -4.5% | -1.6% |
| 3M | +16.9% | -5.2% | +22.1% | +18.2% |
| 6M | +26.6% | -12.8% | +39.4% | +30.3% |
| YTD | +15.8% | -4.6% | +20.4% | +15.7% |
| 1Y | +27.2% | -11.7% | +38.8% | +29.6% |
| 3Y | +132.4% | +36.3% | +96.2% | +104.0% |
| 5Y | +72.6% | +40.0% | +32.6% | +46.2% |
| 10Y | +389.7% | +122.2% | +267.5% | +232.5% |
| All | +1,376.8% | +4,491.2% | -3,114.4% | +288.1% |
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