+206.4%
HD vs KR
+129.5%
+76.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.6% |
| 7D | -3.8% | -0.2% | -3.7% | -3.8% |
| 30D | -9.4% | +5.1% | -14.5% | -10.1% |
| 3M | -4.6% | -8.2% | +3.6% | -3.5% |
| 6M | -10.1% | -18.0% | +7.9% | -7.7% |
| YTD | -8.3% | -4.8% | -3.6% | -8.3% |
| 1Y | -25.0% | -11.0% | -14.0% | -24.2% |
| 3Y | +1.5% | +37.7% | -36.1% | -6.1% |
| 5Y | +5.6% | +52.8% | -47.2% | -5.0% |
| All | +206.4% | +129.5% | +76.9% | +147.2% |
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