+133.4%
KR vs A
+256.4%
-123.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.5% |
| 7D | -0.2% | -2.6% | +2.4% | 0.0% |
| 30D | +5.1% | -0.9% | +5.9% | +5.1% |
| 3M | -8.2% | +13.6% | -21.8% | -9.0% |
| 6M | -18.0% | +27.8% | -45.8% | -19.6% |
| YTD | -4.8% | +8.6% | -13.4% | -5.4% |
| 1Y | -11.0% | +16.9% | -27.9% | -12.4% |
| 3Y | +37.7% | +32.9% | +4.8% | +31.8% |
| 5Y | +52.8% | -14.1% | +66.9% | +52.9% |
| All | +133.4% | +256.4% | -123.0% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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