+127.2%
KR vs ACWI
+230.9%
-103.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.1% |
| 7D | -2.7% | -1.9% | -0.7% | -2.3% |
| 30D | +1.9% | -1.3% | +3.2% | +2.2% |
| 3M | -11.0% | +5.0% | -16.0% | -12.0% |
| 6M | -20.2% | +11.7% | -31.9% | -22.3% |
| YTD | -7.3% | +13.0% | -20.2% | -10.1% |
| 1Y | -13.1% | +19.2% | -32.3% | -16.9% |
| 3Y | +29.7% | +75.0% | -45.3% | +10.4% |
| 5Y | +48.8% | +67.1% | -18.3% | +26.8% |
| All | +127.2% | +230.9% | -103.6% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACWI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling