+4,200.1%
KR vs AA
+309.2%
+3,891.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -2.8% |
| 7D | -1.3% | +1.7% | -2.9% | -1.5% |
| 30D | +1.5% | +3.3% | -1.8% | +1.0% |
| 3M | -8.5% | -29.4% | +20.9% | -5.4% |
| 6M | -21.9% | -12.8% | -9.1% | -21.7% |
| YTD | -6.9% | -2.1% | -4.7% | -8.3% |
| 1Y | -14.0% | +62.8% | -76.7% | -20.7% |
| 3Y | +30.3% | +90.5% | -60.2% | +13.3% |
| 5Y | +37.7% | +19.1% | +18.7% | +21.6% |
| 10Y | +125.2% | +124.8% | +0.4% | +62.5% |
| All | +4,200.1% | +309.2% | +3,891.0% | +1,561.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling