+31,139.8%
HD vs KR
+4,491.2%
+26,648.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | +1.5% | -3.6% | -2.4% |
| 30D | -8.4% | +4.1% | -12.5% | -9.4% |
| 3M | +4.3% | -5.2% | +9.6% | +5.5% |
| 6M | -11.1% | -12.8% | +1.6% | -8.6% |
| YTD | -4.7% | -4.6% | -0.1% | -4.5% |
| 1Y | -19.8% | -11.7% | -8.1% | -18.1% |
| 3Y | +4.1% | +36.3% | -32.1% | -7.3% |
| 5Y | +10.3% | +40.0% | -29.7% | -4.5% |
| 10Y | +203.2% | +122.2% | +81.0% | +116.5% |
| All | +31,139.8% | +4,491.2% | +26,648.5% | +7,635.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling