-11.0%
KR vs ALM
+247.3%
-258.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.5% | +9.2% | +2.5% |
| 7D | -0.2% | -11.8% | +11.7% | -0.4% |
| 30D | +5.1% | +7.8% | -2.7% | +5.2% |
| 3M | -8.2% | -9.3% | +1.1% | -8.1% |
| 6M | -18.0% | -30.5% | +12.5% | -17.6% |
| YTD | -4.8% | +75.8% | -80.6% | -7.2% |
| 1Y | -11.0% | +241.2% | -252.2% | -14.0% |
| All | -11.0% | +247.3% | -258.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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