+52.0%
KR vs AGI
+400.3%
-348.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | -8.2% | +4.3% | -12.4% | -8.3% |
| 6M | -18.0% | -27.1% | +9.1% | -16.9% |
| YTD | -4.8% | -6.6% | +1.8% | -5.4% |
| 1Y | -11.0% | +9.5% | -20.5% | -12.8% |
| 3Y | +37.7% | +208.4% | -170.8% | +24.9% |
| All | +52.0% | +400.3% | -348.3% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling