+632.4%
GEV vs KR
+9.4%
+623.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +4.7% |
| 7D | +1.6% | -0.2% | +1.8% | +1.5% |
| 30D | -7.9% | +5.1% | -13.0% | -6.0% |
| 3M | +5.6% | -8.2% | +13.8% | +3.7% |
| 6M | +13.1% | -18.0% | +31.1% | +7.6% |
| YTD | +46.7% | -4.8% | +51.5% | +46.0% |
| 1Y | +51.3% | -11.0% | +62.3% | +48.9% |
| All | +632.4% | +9.4% | +623.0% | +621.5% |
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 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