+71.4%
KR vs AG
+195.3%
-124.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.4% |
| 7D | +4.6% | -10.0% | +14.5% | +4.4% |
| 30D | +12.2% | -10.5% | +22.7% | +12.0% |
| 3M | +24.6% | -27.3% | +51.8% | +23.8% |
| 6M | +8.2% | -43.0% | +51.2% | +7.6% |
| YTD | +15.3% | -17.9% | +33.2% | +14.0% |
| 1Y | +9.8% | +11.9% | -2.2% | +8.1% |
| 3Y | +71.4% | +201.8% | -130.5% | +58.8% |
| All | +71.4% | +195.3% | -124.0% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling