-45.2%
FIX vs KR
+4.6%
-49.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.5% | +9.0% | +9.8% |
| 7D | -7.2% | -0.5% | -6.7% | -6.8% |
| 30D | -35.1% | +10.3% | -45.4% | -29.1% |
| 3M | -34.3% | +20.7% | -55.0% | -22.9% |
| All | -45.2% | +4.6% | -49.8% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling