+12.1%
HLT vs KR
-12.5%
+24.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.3% | +1.5% | -4.8% | -3.3% |
| 30D | -4.1% | +4.1% | -8.2% | -4.1% |
| 3M | -7.9% | -5.2% | -2.7% | -7.9% |
| 6M | +2.2% | -12.8% | +14.9% | +1.2% |
| YTD | +8.5% | -4.6% | +13.1% | +4.5% |
| 1Y | +12.1% | -11.7% | +23.8% | +9.0% |
| All | +12.1% | -12.5% | +24.6% | +9.0% |
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 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