+912.2%
BX vs KR
+437.3%
+474.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.3% | -3.3% |
| 7D | -5.7% | -3.1% | -2.6% | -4.8% |
| 30D | -8.9% | +0.6% | -9.5% | -9.1% |
| 3M | +8.4% | -9.8% | +18.2% | +11.2% |
| 6M | +18.9% | -22.1% | +41.1% | +26.6% |
| YTD | -13.6% | -8.1% | -5.5% | -12.7% |
| 1Y | -22.4% | -14.7% | -7.8% | -20.2% |
| 3Y | +26.0% | +28.6% | -2.6% | +10.5% |
| 5Y | +18.8% | +36.4% | -17.6% | -1.1% |
| 10Y | +668.7% | +120.8% | +548.0% | +380.0% |
| All | +912.2% | +437.3% | +474.9% | +225.1% |
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