+10.6%
KR vs AA
+13.9%
-3.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.5% | +3.5% |
| 7D | +6.1% | +0.9% | +5.2% | +6.2% |
| 30D | +17.3% | -6.4% | +23.8% | +16.6% |
| 3M | +20.2% | -13.0% | +33.1% | +18.7% |
| 6M | +3.3% | -34.6% | +38.0% | 0.0% |
| YTD | +12.3% | -23.0% | +35.3% | +9.2% |
| 1Y | +10.6% | +16.0% | -5.4% | +8.8% |
| All | +10.6% | +13.9% | -3.3% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling