+8.7%
KR vs ADVB
-73.1%
+81.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.0% | -8.7% | +1.5% |
| 7D | +0.8% | +10.5% | -9.7% | +1.0% |
| 30D | +11.1% | -56.0% | +67.1% | +9.8% |
| 3M | +24.4% | -70.1% | +94.5% | +22.3% |
| 6M | +8.5% | -53.7% | +62.2% | +8.6% |
| YTD | +13.1% | -60.3% | +73.4% | +13.7% |
| All | +8.7% | -73.1% | +81.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling