+133.4%
KR vs AGI
+392.3%
-259.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | -0.2% | -2.7% | +2.6% | -0.1% |
| 30D | +5.1% | +7.2% | -2.2% | +4.9% |
| 3M | -8.2% | +4.3% | -12.4% | -8.2% |
| 6M | -18.0% | -27.1% | +9.1% | -17.6% |
| YTD | -4.8% | -6.6% | +1.8% | -5.0% |
| 1Y | -11.0% | +9.5% | -20.5% | -11.6% |
| 3Y | +37.7% | +208.4% | -170.8% | +34.0% |
| 5Y | +52.8% | +401.6% | -348.9% | +47.5% |
| All | +133.4% | +392.3% | -259.0% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling