+138.4%
HLT vs KR
+52.3%
+86.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -5.0% | +5.1% | -10.1% | -5.3% |
| 3M | -10.4% | -8.2% | -2.2% | -9.9% |
| 6M | +3.2% | -18.0% | +21.2% | +4.5% |
| YTD | +6.7% | -4.8% | +11.5% | +6.4% |
| 1Y | +10.3% | -11.0% | +21.3% | +10.5% |
| 3Y | +99.3% | +37.7% | +61.7% | +87.5% |
| All | +138.4% | +52.3% | +86.1% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling