+599.6%
KR vs A
+442.2%
+157.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -2.1% |
| 7D | -1.3% | -2.1% | +0.8% | -1.1% |
| 30D | +1.5% | +0.6% | +0.9% | +1.4% |
| 3M | -8.5% | +10.9% | -19.4% | -9.7% |
| 6M | -21.9% | +28.2% | -50.0% | -24.3% |
| YTD | -6.9% | +8.6% | -15.4% | -8.2% |
| 1Y | -14.0% | +15.5% | -29.5% | -16.0% |
| 3Y | +30.3% | +31.8% | -1.5% | +23.9% |
| 5Y | +37.7% | -14.9% | +52.6% | +36.6% |
| 10Y | +125.2% | +237.8% | -112.6% | +87.1% |
| All | +599.6% | +442.2% | +157.4% | +352.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling