+125.2%
KR vs ACWI
+233.7%
-108.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +0.6% | -0.6% | +1.2% | +0.7% |
| 3M | -9.8% | +4.3% | -14.0% | -10.6% |
| 6M | -22.1% | +12.7% | -34.8% | -24.3% |
| YTD | -8.1% | +13.9% | -22.0% | -11.0% |
| 1Y | -14.7% | +20.5% | -35.2% | -18.6% |
| 3Y | +28.6% | +76.5% | -48.0% | +9.2% |
| 5Y | +36.4% | +67.5% | -31.1% | +16.3% |
| All | +125.2% | +233.7% | -108.5% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling