+34.0%
KR vs A
+28.1%
+5.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.8% |
| 7D | -2.7% | -4.6% | +1.9% | -3.0% |
| 30D | +1.9% | -4.3% | +6.2% | +1.6% |
| 3M | -11.0% | +8.9% | -20.0% | -10.3% |
| 6M | -20.2% | +24.5% | -44.7% | -18.5% |
| YTD | -7.3% | +5.8% | -13.1% | -6.2% |
| 1Y | -13.1% | +16.2% | -29.3% | -11.8% |
| All | +34.0% | +28.1% | +5.9% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling