+150.9%
KR vs ABCL
-80.4%
+231.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.1% |
| 7D | +0.8% | -2.7% | +3.4% | +0.7% |
| 30D | +11.1% | -5.4% | +16.5% | +11.0% |
| 3M | +24.4% | +22.4% | +1.9% | +26.0% |
| 6M | +8.5% | +127.6% | -119.1% | +13.8% |
| YTD | +13.1% | +249.4% | -236.3% | +20.9% |
| 1Y | +9.3% | +198.0% | -188.7% | +16.3% |
| 3Y | +69.3% | +195.8% | -126.5% | +82.9% |
| 5Y | +83.2% | -20.6% | +103.8% | +89.5% |
| All | +150.9% | -80.4% | +231.3% | +146.6% |
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