+84.1%
KR vs ALC
-9.1%
+93.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.4% |
| 3M | +24.6% | +0.8% | +23.7% | +24.3% |
| 6M | +8.2% | +16.8% | -8.7% | +7.4% |
| YTD | +15.3% | -5.5% | +20.8% | +14.9% |
| 1Y | +9.8% | -5.3% | +15.0% | +9.3% |
| 3Y | +71.4% | +4.1% | +67.3% | +68.9% |
| All | +84.1% | -9.1% | +93.2% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling