-13.5%
F vs KR
+82.6%
-96.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | +3.3% | +11.1% | -7.8% | +2.3% |
| 3M | -11.3% | +24.4% | -35.7% | -13.2% |
| 6M | +5.3% | +8.5% | -3.2% | +4.2% |
| YTD | -2.2% | +13.1% | -15.4% | -4.3% |
| 1Y | -3.5% | +9.3% | -12.8% | -5.2% |
| 3Y | +49.5% | +69.3% | -19.8% | +31.6% |
| 5Y | -13.5% | +83.2% | -96.8% | -27.2% |
| All | -13.5% | +82.6% | -96.1% | -27.2% |
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