+133.4%
KR vs AEE
+191.1%
-57.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.7% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | +5.1% | -2.9% | +8.0% | +5.8% |
| 3M | -8.2% | -2.4% | -5.7% | -7.6% |
| 6M | -18.0% | -2.7% | -15.3% | -17.5% |
| YTD | -4.8% | +7.3% | -12.0% | -6.5% |
| 1Y | -11.0% | +7.5% | -18.6% | -12.7% |
| 3Y | +37.7% | +46.2% | -8.5% | +25.4% |
| 5Y | +52.8% | +39.7% | +13.1% | +40.3% |
| All | +133.4% | +191.1% | -57.8% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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