+248.6%
HD vs KR
+159.1%
+89.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +1.5% | +4.6% | -3.1% | +0.8% |
| 30D | +18.0% | +12.2% | +5.8% | +16.0% |
| 3M | +2.8% | +24.6% | -21.8% | -0.7% |
| 6M | +17.0% | +8.2% | +8.8% | +15.2% |
| YTD | +3.5% | +15.3% | -11.7% | +0.6% |
| 1Y | -2.6% | +9.8% | -12.3% | -4.7% |
| 3Y | +30.7% | +71.4% | -40.6% | +16.8% |
| 5Y | +6.2% | +85.1% | -78.8% | -7.2% |
| All | +248.6% | +159.1% | +89.4% | +172.0% |
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