+30.3%
KR vs ALK
+1.7%
+28.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -2.5% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +1.5% | -18.5% | +20.0% | +0.9% |
| 3M | -8.5% | -3.6% | -5.0% | -8.5% |
| 6M | -21.9% | -3.7% | -18.2% | -21.5% |
| YTD | -6.9% | -19.0% | +12.1% | -6.5% |
| 1Y | -14.0% | -36.0% | +22.1% | -13.5% |
| 3Y | +30.3% | +2.3% | +28.0% | +29.1% |
| All | +30.3% | +1.7% | +28.6% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling