-11.0%
KR vs ALL
+29.5%
-40.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.5% |
| 7D | -0.2% | -2.3% | +2.1% | +0.6% |
| 30D | +5.1% | -0.4% | +5.5% | +5.2% |
| 3M | -8.2% | +16.0% | -24.2% | -11.7% |
| 6M | -18.0% | +24.6% | -42.6% | -21.9% |
| YTD | -4.8% | +23.7% | -28.4% | -9.5% |
| 1Y | -11.0% | +27.7% | -38.8% | -16.5% |
| All | -11.0% | +29.5% | -40.6% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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