+790.7%
FIX vs KR
+37.0%
+753.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.7% | +1.4% |
| 7D | +6.1% | -1.3% | +7.3% | +5.5% |
| 30D | -2.7% | +1.5% | -4.2% | -1.9% |
| 3M | -10.9% | -8.5% | -2.4% | -12.7% |
| 6M | +29.0% | -21.9% | +50.9% | +20.6% |
| YTD | +76.9% | -6.9% | +83.8% | +75.0% |
| 1Y | +130.7% | -14.0% | +144.7% | +125.1% |
| 3Y | +790.7% | +30.3% | +760.4% | +733.3% |
| All | +790.7% | +37.0% | +753.7% | +733.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling