+1,044.0%
C vs KR
+5,448.1%
-4,404.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.4% |
| 7D | +4.2% | +4.6% | -0.4% | +2.8% |
| 30D | +2.0% | +12.2% | -10.2% | -1.5% |
| 3M | -10.1% | +24.6% | -34.7% | -15.9% |
| 6M | +1.0% | +8.2% | -7.2% | -2.3% |
| YTD | +8.5% | +15.3% | -6.8% | +1.8% |
| 1Y | +25.7% | +9.8% | +16.0% | +19.6% |
| 3Y | +216.0% | +71.4% | +144.6% | +155.4% |
| 5Y | +112.3% | +85.1% | +27.3% | +62.5% |
| 10Y | +217.8% | +159.4% | +58.4% | +100.3% |
| All | +1,044.0% | +5,448.1% | -4,404.1% | +195.0% |
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