+4,297.1%
KR vs AIG
-22.4%
+4,319.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | -0.2% | -1.2% | +1.0% | 0.0% |
| 30D | +5.1% | -1.1% | +6.1% | +5.2% |
| 3M | -8.2% | +0.7% | -8.8% | -8.2% |
| 6M | -18.0% | -2.2% | -15.8% | -17.8% |
| YTD | -4.8% | -10.8% | +6.1% | -3.7% |
| 1Y | -11.0% | -2.0% | -9.0% | -11.0% |
| 3Y | +37.7% | +34.8% | +2.8% | +32.1% |
| 5Y | +52.8% | +55.0% | -2.3% | +43.1% |
| 10Y | +128.8% | +65.1% | +63.7% | +104.8% |
| All | +4,297.1% | -22.4% | +4,319.5% | +1,929.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling