+48.8%
KR vs AG
+64.4%
-15.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +0.9% |
| 7D | -2.7% | -5.8% | +3.1% | -2.6% |
| 30D | +1.9% | +6.4% | -4.4% | +1.9% |
| 3M | -11.0% | +28.4% | -39.4% | -11.3% |
| 6M | -20.2% | -24.5% | +4.3% | -19.8% |
| YTD | -7.3% | +21.2% | -28.5% | -8.3% |
| 1Y | -13.1% | +114.1% | -127.2% | -15.7% |
| 3Y | +29.7% | +268.0% | -238.3% | +21.3% |
| 5Y | +48.8% | +67.3% | -18.6% | +40.4% |
| All | +48.8% | +64.4% | -15.6% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling