+46.5%
F vs KR
+38.2%
+8.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.9% | -4.0% |
| 7D | +1.2% | -1.3% | +2.4% | +1.3% |
| 30D | +1.2% | +1.5% | -0.3% | +1.1% |
| 3M | -5.7% | -8.5% | +2.9% | -4.9% |
| 6M | +17.9% | -21.9% | +39.8% | +20.8% |
| YTD | +10.4% | -6.9% | +17.3% | +10.2% |
| 1Y | +25.3% | -14.0% | +39.3% | +26.4% |
| 3Y | +37.5% | +30.3% | +7.2% | +25.1% |
| 5Y | +46.5% | +37.7% | +8.8% | +29.1% |
| All | +46.5% | +38.2% | +8.3% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling