+2,185.6%
FIX vs KR
+38.2%
+2,147.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.7% | +2.0% |
| 7D | +6.1% | -1.3% | +7.3% | +5.9% |
| 30D | -2.7% | +1.5% | -4.2% | -2.4% |
| 3M | -10.9% | -8.5% | -2.4% | -11.3% |
| 6M | +29.0% | -21.9% | +50.9% | +27.2% |
| YTD | +76.9% | -6.9% | +83.8% | +75.7% |
| 1Y | +130.7% | -14.0% | +144.7% | +129.2% |
| 3Y | +790.7% | +30.3% | +760.4% | +724.0% |
| 5Y | +2,185.6% | +37.7% | +2,147.8% | +1,991.6% |
| All | +2,185.6% | +38.2% | +2,147.4% | +1,991.6% |
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