+82.6%
KO vs KR
+52.3%
+30.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | 0.0% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | +1.8% | +5.1% | -3.2% | +0.8% |
| 3M | +7.7% | -8.2% | +15.8% | +9.2% |
| 6M | +15.3% | -18.0% | +33.2% | +19.1% |
| YTD | +28.0% | -4.8% | +32.8% | +28.4% |
| 1Y | +34.3% | -11.0% | +45.3% | +36.2% |
| 3Y | +63.8% | +37.7% | +26.1% | +52.4% |
| All | +82.6% | +52.3% | +30.2% | +66.4% |
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