+906.7%
BSX vs KR
+3,608.5%
-2,701.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.3% |
| 7D | -8.2% | -2.7% | -5.5% | -7.7% |
| 30D | -15.8% | +1.9% | -17.7% | -16.1% |
| 3M | -10.8% | -11.0% | +0.2% | -8.8% |
| 6M | -38.4% | -20.2% | -18.2% | -35.7% |
| YTD | -54.8% | -7.3% | -47.5% | -54.4% |
| 1Y | -59.0% | -13.1% | -45.9% | -58.2% |
| 3Y | -20.0% | +29.7% | -49.7% | -25.9% |
| 5Y | -3.1% | +48.8% | -51.8% | -14.5% |
| 10Y | +83.3% | +122.8% | -39.4% | +39.0% |
| All | +906.7% | +3,608.5% | -2,701.8% | +338.4% |
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