+213.7%
ICE vs KR
+129.5%
+84.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.7% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +4.0% | +5.1% | -1.0% | +3.4% |
| 3M | +13.7% | -8.2% | +21.8% | +14.7% |
| 6M | +0.9% | -18.0% | +18.9% | +3.1% |
| YTD | -2.1% | -4.8% | +2.6% | -1.9% |
| 1Y | -9.5% | -11.0% | +1.5% | -8.6% |
| 3Y | +42.1% | +37.7% | +4.4% | +35.8% |
| 5Y | +41.4% | +52.8% | -11.4% | +33.9% |
| All | +213.7% | +129.5% | +84.1% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling