+111.6%
KR vs ABCL
-81.3%
+192.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | +1.5% | +0.7% | +0.8% | +1.5% |
| 30D | +4.1% | +93.1% | -89.0% | +7.5% |
| 3M | -5.2% | +79.4% | -84.7% | -2.1% |
| 6M | -12.8% | +214.9% | -227.7% | -7.6% |
| YTD | -4.6% | +234.2% | -238.8% | +1.5% |
| 1Y | -11.7% | +174.8% | -186.4% | -6.4% |
| 3Y | +36.3% | +104.5% | -68.2% | +44.8% |
| 5Y | +40.0% | -39.0% | +79.0% | +42.8% |
| All | +111.6% | -81.3% | +192.8% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling