+105.6%
KR vs ABCL
-82.9%
+188.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.2% | +0.7% |
| 7D | -2.7% | -9.6% | +6.9% | -3.1% |
| 30D | +1.9% | +7.2% | -5.2% | +2.4% |
| 3M | -11.0% | +105.5% | -116.5% | -7.7% |
| 6M | -20.2% | +193.0% | -213.2% | -15.7% |
| YTD | -7.3% | +205.8% | -213.1% | -1.7% |
| 1Y | -13.1% | +144.4% | -157.5% | -8.3% |
| 3Y | +29.7% | +93.3% | -63.6% | +37.5% |
| 5Y | +48.8% | -44.9% | +93.7% | +50.9% |
| All | +105.6% | -82.9% | +188.5% | +100.4% |
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