+10.6%
KR vs AG
+29.4%
-18.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.1% | -5.9% | +3.8% |
| 7D | +6.1% | -2.6% | +8.7% | +5.9% |
| 30D | +17.3% | -12.1% | +29.4% | +16.5% |
| 3M | +20.2% | -6.6% | +26.8% | +19.7% |
| 6M | +3.3% | -20.5% | +23.8% | +2.6% |
| YTD | +12.3% | -7.4% | +19.7% | +7.9% |
| 1Y | +10.6% | +33.4% | -22.8% | +3.6% |
| All | +10.6% | +29.4% | -18.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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