+37.7%
KR vs AEIS
+173.7%
-136.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +3.2% |
| 7D | -0.2% | +2.3% | -2.4% | +0.1% |
| 30D | +5.1% | -14.8% | +19.9% | +3.5% |
| 3M | -8.2% | -15.6% | +7.4% | -8.9% |
| 6M | -18.0% | -8.7% | -9.3% | -17.6% |
| YTD | -4.8% | +37.3% | -42.1% | -1.3% |
| 1Y | -11.0% | +80.3% | -91.4% | -5.8% |
| 3Y | +37.7% | +177.9% | -140.3% | +48.7% |
| All | +37.7% | +173.7% | -136.0% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 3y: compounded portfolio wealth divided by compounded AEIS 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…
3y analysis · Full analysis span regression · 6 months rolling