-25.8%
HD vs KR
-15.6%
-10.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -3.9% | -2.7% | -1.2% | -3.7% |
| 30D | -13.1% | +1.9% | -15.1% | -13.2% |
| 3M | -3.4% | -11.0% | +7.6% | -3.2% |
| 6M | -12.6% | -20.2% | +7.7% | -12.2% |
| YTD | -9.2% | -7.3% | -2.0% | -11.5% |
| All | -25.8% | -15.6% | -10.2% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling