+67.1%
KR vs ABCL
+206.1%
-139.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +2.7% | +2.3% | +0.4% | +2.9% |
| 30D | +11.3% | -0.7% | +12.0% | +11.5% |
| 3M | +22.3% | +33.4% | -11.1% | +24.6% |
| 6M | +5.8% | +137.8% | -132.0% | +11.9% |
| YTD | +11.7% | +264.3% | -252.6% | +20.4% |
| 1Y | +8.9% | +209.2% | -200.3% | +16.9% |
| 3Y | +67.1% | +208.4% | -141.3% | +78.6% |
| All | +67.1% | +206.1% | -139.0% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling