-11.7%
KR vs AIG
-4.5%
-7.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | +1.5% | -0.9% | +2.4% | +1.7% |
| 30D | +4.1% | -4.9% | +9.0% | +4.9% |
| 3M | -5.2% | +4.5% | -9.7% | -5.4% |
| 6M | -12.8% | -1.4% | -11.3% | -12.7% |
| YTD | -4.6% | -9.8% | +5.2% | -4.1% |
| 1Y | -11.7% | -4.5% | -7.1% | -10.8% |
| All | -11.7% | -4.5% | -7.2% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling