+48.8%
KR vs ALL
+113.6%
-64.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -2.7% | -4.3% | +1.6% | -1.6% |
| 30D | +1.9% | -3.6% | +5.5% | +2.9% |
| 3M | -11.0% | +13.2% | -24.3% | -13.7% |
| 6M | -20.2% | +22.5% | -42.7% | -24.0% |
| YTD | -7.3% | +22.7% | -30.0% | -12.0% |
| 1Y | -13.1% | +28.3% | -41.4% | -18.4% |
| 3Y | +29.7% | +152.0% | -122.3% | +1.3% |
| 5Y | +48.8% | +115.4% | -66.7% | +12.2% |
| All | +48.8% | +113.6% | -64.8% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling