+0.5%
HD vs KR
+30.0%
-29.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -3.9% | -2.7% | -1.2% | -3.8% |
| 30D | -13.1% | +1.9% | -15.1% | -13.2% |
| 3M | -3.4% | -11.0% | +7.6% | -3.3% |
| 6M | -12.6% | -20.2% | +7.7% | -12.3% |
| YTD | -9.2% | -7.3% | -2.0% | -9.6% |
| 1Y | -23.9% | -13.1% | -10.8% | -24.1% |
| All | +0.5% | +30.0% | -29.4% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling