-11.0%
KR vs ALK
-34.8%
+23.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.9% |
| 7D | -0.2% | -2.1% | +1.9% | -0.3% |
| 30D | +5.1% | -13.1% | +18.2% | +3.9% |
| 3M | -8.2% | -11.8% | +3.6% | -8.8% |
| 6M | -18.0% | -0.4% | -17.6% | -16.6% |
| YTD | -4.8% | -18.2% | +13.4% | -3.7% |
| 1Y | -11.0% | -35.5% | +24.5% | +0.9% |
| All | -11.0% | -34.8% | +23.8% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling