+83.2%
KR vs ALK
-28.7%
+111.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | +0.8% | +2.6% | -1.8% | +0.7% |
| 30D | +11.1% | +7.8% | +3.3% | +10.9% |
| 3M | +24.4% | -15.2% | +39.6% | +24.3% |
| 6M | +8.5% | +5.0% | +3.5% | +8.4% |
| YTD | +13.1% | -18.4% | +31.6% | +13.6% |
| 1Y | +9.3% | -2.4% | +11.7% | +8.9% |
| 3Y | +69.3% | +19.8% | +49.5% | +62.3% |
| 5Y | +83.2% | -27.8% | +111.0% | +92.1% |
| All | +83.2% | -28.7% | +111.9% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling