+4,297.1%
KR vs AJG
+11,150.2%
-6,853.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.0% |
| 7D | -0.2% | -8.3% | +8.1% | +1.7% |
| 30D | +5.1% | -5.7% | +10.7% | +6.4% |
| 3M | -8.2% | +9.1% | -17.2% | -9.9% |
| 6M | -18.0% | +15.2% | -33.2% | -20.7% |
| YTD | -4.8% | -6.3% | +1.5% | -4.0% |
| 1Y | -11.0% | -19.1% | +8.1% | -7.5% |
| 3Y | +37.7% | +8.2% | +29.4% | +33.3% |
| 5Y | +52.8% | +75.6% | -22.9% | +32.3% |
| 10Y | +128.8% | +471.1% | -342.3% | +47.6% |
| All | +4,297.1% | +11,150.2% | -6,853.1% | +1,348.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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