+231.1%
GM vs KR
+129.5%
+101.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.7% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | -1.1% | +5.1% | -6.2% | -1.4% |
| 3M | +6.1% | -8.2% | +14.3% | +6.6% |
| 6M | +15.0% | -18.0% | +33.0% | +16.1% |
| YTD | +6.0% | -4.8% | +10.8% | +5.8% |
| 1Y | +47.1% | -11.0% | +58.1% | +47.4% |
| 3Y | +170.5% | +37.7% | +132.8% | +157.8% |
| 5Y | +80.5% | +52.8% | +27.7% | +69.9% |
| All | +231.1% | +129.5% | +101.6% | +198.8% |
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