+37.7%
KR vs ABCL
-39.9%
+77.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -1.3% | +1.4% | -2.7% | -1.2% |
| 30D | +1.5% | +65.1% | -63.6% | +3.7% |
| 3M | -8.5% | +111.1% | -119.6% | -5.5% |
| 6M | -21.9% | +231.6% | -253.5% | -17.9% |
| YTD | -6.9% | +234.5% | -241.4% | -2.0% |
| 1Y | -14.0% | +174.3% | -188.3% | -9.7% |
| 3Y | +30.3% | +111.5% | -81.2% | +37.4% |
| 5Y | +37.7% | -37.3% | +75.0% | +41.2% |
| All | +37.7% | -39.9% | +77.6% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling