+2,244.9%
ICE vs KR
+742.8%
+1,502.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -0.9% | -3.1% | +2.2% | +0.1% |
| 30D | +4.0% | +0.6% | +3.3% | +3.8% |
| 3M | +11.0% | -9.8% | +20.7% | +14.2% |
| 6M | -5.0% | -22.1% | +17.2% | +2.2% |
| YTD | -2.7% | -8.1% | +5.4% | -1.1% |
| 1Y | -8.6% | -14.7% | +6.0% | -5.1% |
| 3Y | +41.4% | +28.6% | +12.8% | +25.8% |
| 5Y | +39.9% | +36.4% | +3.5% | +18.8% |
| 10Y | +214.9% | +120.8% | +94.1% | +98.5% |
| All | +2,244.9% | +742.8% | +1,502.1% | +609.5% |
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 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