+666.4%
HPE vs KR
+89.5%
+576.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.2% | -6.3% |
| 7D | +1.4% | -2.7% | +4.1% | +1.6% |
| 30D | +1.5% | +1.9% | -0.4% | +1.3% |
| 3M | +21.7% | -11.0% | +32.8% | +22.8% |
| 6M | +164.2% | -20.2% | +184.4% | +168.7% |
| YTD | +132.1% | -7.3% | +139.3% | +132.1% |
| 1Y | +130.6% | -13.1% | +143.8% | +132.0% |
| 3Y | +244.1% | +29.7% | +214.4% | +221.3% |
| 5Y | +340.8% | +48.8% | +292.1% | +297.1% |
| 10Y | +500.2% | +122.8% | +377.4% | +392.4% |
| All | +666.4% | +89.5% | +576.9% | +542.6% |
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