-80.3%
FIG vs KR
-14.6%
-65.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.4% | -3.3% | -5.9% |
| 7D | -16.4% | -1.3% | -15.1% | -16.5% |
| 30D | -2.3% | +1.5% | -3.8% | -2.3% |
| 3M | +7.8% | -8.5% | +16.3% | +5.1% |
| 6M | -21.8% | -21.9% | 0.0% | -26.2% |
| YTD | -39.1% | -6.9% | -32.3% | -40.3% |
| 1Y | -56.6% | -14.0% | -42.7% | -57.3% |
| All | -80.3% | -14.6% | -65.7% | -80.2% |
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 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