-20.2%
KR vs AGI
-31.2%
+11.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +0.6% |
| 7D | -2.7% | -5.3% | +2.6% | -3.2% |
| 30D | +1.9% | +6.8% | -4.8% | +2.8% |
| 3M | -11.0% | +8.3% | -19.4% | -9.3% |
| 6M | -20.2% | -29.2% | +9.0% | -23.4% |
| All | -20.2% | -31.2% | +11.0% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling