+147.7%
KR vs ABCL
-79.6%
+227.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +2.7% | +2.3% | +0.4% | +2.8% |
| 30D | +11.3% | -0.7% | +12.0% | +11.5% |
| 3M | +22.3% | +33.4% | -11.1% | +24.3% |
| 6M | +5.8% | +137.8% | -132.0% | +11.1% |
| YTD | +11.7% | +264.3% | -252.6% | +19.6% |
| 1Y | +8.9% | +209.2% | -200.3% | +16.0% |
| 3Y | +67.1% | +208.4% | -141.3% | +80.9% |
| 5Y | +80.0% | -11.9% | +91.9% | +87.1% |
| All | +147.7% | -79.6% | +227.3% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling