+34.0%
KR vs ALM
+1,934.4%
-1,900.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.6% | +10.5% | +0.9% |
| 7D | -2.7% | -7.1% | +4.5% | -2.7% |
| 30D | +1.9% | +24.7% | -22.7% | +1.9% |
| 3M | -11.0% | +8.3% | -19.3% | -11.1% |
| 6M | -20.2% | -22.2% | +2.0% | -20.1% |
| YTD | -7.3% | +88.1% | -95.4% | -8.7% |
| 1Y | -13.1% | +272.4% | -285.5% | -15.4% |
| All | +34.0% | +1,934.4% | -1,900.3% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling