+48.8%
KR vs ALB
-48.1%
+96.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +0.9% |
| 7D | -2.7% | -7.6% | +4.9% | -2.7% |
| 30D | +1.9% | -5.6% | +7.5% | +1.9% |
| 3M | -11.0% | -16.8% | +5.8% | -11.0% |
| 6M | -20.2% | -26.3% | +6.1% | -20.3% |
| YTD | -7.3% | -13.2% | +6.0% | -7.4% |
| 1Y | -13.1% | +68.8% | -81.9% | -13.2% |
| 3Y | +29.7% | -30.7% | +60.4% | +31.8% |
| 5Y | +48.8% | -46.3% | +95.0% | +52.7% |
| All | +48.8% | -48.1% | +96.9% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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