+6,278.5%
FIX vs KR
+121.5%
+6,157.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.0% |
| 7D | +3.5% | -3.1% | +6.6% | +3.7% |
| 30D | -3.5% | +0.6% | -4.1% | -3.6% |
| 3M | -11.8% | -9.8% | -2.0% | -11.4% |
| 6M | +17.8% | -22.1% | +39.9% | +19.5% |
| YTD | +73.3% | -8.1% | +81.4% | +72.7% |
| 1Y | +128.1% | -14.7% | +142.8% | +128.5% |
| 3Y | +772.7% | +28.6% | +744.1% | +703.4% |
| 5Y | +2,166.4% | +36.4% | +2,130.1% | +1,938.7% |
| All | +6,278.5% | +121.5% | +6,157.0% | +5,281.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling