+489.0%
F vs KR
+5,370.5%
-4,881.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -3.0% |
| 7D | -3.9% | +0.5% | -4.4% | -4.0% |
| 30D | -0.5% | +14.9% | -15.4% | -3.4% |
| 3M | -12.9% | +25.4% | -38.3% | -17.1% |
| 6M | +1.5% | +9.3% | -7.8% | -0.9% |
| YTD | -5.0% | +13.7% | -18.7% | -8.7% |
| 1Y | -7.3% | +9.2% | -16.5% | -10.2% |
| 3Y | +45.3% | +70.1% | -24.8% | +25.6% |
| 5Y | -15.8% | +82.5% | -98.2% | -29.4% |
| 10Y | +64.2% | +155.7% | -91.6% | +19.9% |
| All | +489.0% | +5,370.5% | -4,881.4% | +110.1% |
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