+147.5%
GE vs KR
+129.5%
+18.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.4% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -11.4% | +5.1% | -16.5% | -11.8% |
| 3M | -2.6% | -8.2% | +5.5% | -2.0% |
| 6M | -0.3% | -18.0% | +17.7% | +1.1% |
| YTD | +5.4% | -4.8% | +10.1% | +5.0% |
| 1Y | +15.5% | -11.0% | +26.6% | +15.9% |
| 3Y | +260.8% | +37.7% | +223.1% | +241.9% |
| 5Y | +421.6% | +52.8% | +368.9% | +385.1% |
| All | +147.5% | +129.5% | +18.0% | +117.1% |
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