+71.4%
KR vs ALC
+4.4%
+67.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +1.2% |
| 7D | +4.6% | -1.1% | +5.7% | +4.6% |
| 30D | +12.2% | +16.0% | -3.8% | +11.5% |
| 3M | +24.6% | +0.8% | +23.7% | +24.2% |
| 6M | +8.2% | +16.8% | -8.7% | +7.7% |
| YTD | +15.3% | -5.5% | +20.8% | +14.4% |
| 1Y | +9.8% | -5.3% | +15.0% | +8.9% |
| 3Y | +71.4% | +4.1% | +67.3% | +69.3% |
| All | +71.4% | +4.4% | +67.0% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling