+127.2%
KR vs ALK
-37.3%
+164.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | -2.7% | -3.1% | +0.4% | -2.6% |
| 30D | +1.9% | -17.1% | +19.1% | +2.2% |
| 3M | -11.0% | -3.8% | -7.3% | -11.0% |
| 6M | -20.2% | -5.3% | -14.9% | -20.2% |
| YTD | -7.3% | -20.3% | +13.0% | -6.9% |
| 1Y | -13.1% | -36.0% | +22.9% | -12.3% |
| 3Y | +29.7% | +0.8% | +29.0% | +28.0% |
| 5Y | +48.8% | -28.5% | +77.2% | +47.6% |
| All | +127.2% | -37.3% | +164.5% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling