+837.4%
KR vs AG
+255.2%
+582.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.5% |
| 7D | +4.6% | -10.0% | +14.5% | +4.7% |
| 30D | +12.2% | -10.5% | +22.7% | +12.4% |
| 3M | +24.6% | -27.3% | +51.8% | +25.0% |
| 6M | +8.2% | -43.0% | +51.2% | +8.9% |
| YTD | +15.3% | -17.9% | +33.2% | +14.9% |
| 1Y | +9.8% | +11.9% | -2.2% | +8.7% |
| 3Y | +71.4% | +201.8% | -130.5% | +64.8% |
| 5Y | +85.1% | -0.1% | +85.1% | +80.8% |
| 10Y | +159.4% | +72.7% | +86.7% | +144.6% |
| All | +837.4% | +255.2% | +582.2% | +644.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling