+780.7%
GOOG vs KR
+129.5%
+651.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.4% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -2.0% | +5.1% | -7.0% | -2.2% |
| 3M | -5.9% | -8.2% | +2.3% | -5.6% |
| 6M | +8.9% | -18.0% | +26.9% | +9.7% |
| YTD | +7.1% | -4.8% | +11.9% | +7.0% |
| 1Y | +39.7% | -11.0% | +50.7% | +40.0% |
| 3Y | +145.8% | +37.7% | +108.2% | +134.9% |
| 5Y | +138.6% | +52.8% | +85.8% | +124.8% |
| All | +780.7% | +129.5% | +651.2% | +687.6% |
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 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