+52.0%
KR vs AA
+1.1%
+51.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.2% | -3.4% | +3.3% | -0.1% |
| 30D | +5.1% | -5.8% | +10.8% | +5.1% |
| 3M | -8.2% | -29.9% | +21.7% | -7.4% |
| 6M | -18.0% | -27.0% | +9.0% | -17.6% |
| YTD | -4.8% | -8.7% | +3.9% | -5.3% |
| 1Y | -11.0% | +50.6% | -61.7% | -13.4% |
| 3Y | +37.7% | +74.1% | -36.4% | +29.7% |
| All | +52.0% | +1.1% | +51.0% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling