+328.4%
KR vs ALM
+7,705.7%
-7,377.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.1% |
| 7D | +1.5% | -2.6% | +4.1% | +1.5% |
| 30D | +4.1% | +32.0% | -27.9% | +4.1% |
| 3M | -5.2% | -15.0% | +9.8% | -5.2% |
| 6M | -12.8% | -10.1% | -2.6% | -12.8% |
| YTD | -4.6% | +99.4% | -104.0% | -4.7% |
| 1Y | -11.7% | +316.4% | -328.0% | -11.8% |
| 3Y | +36.3% | +2,022.0% | -1,985.7% | +36.0% |
| 5Y | +40.0% | +941.2% | -901.2% | +39.7% |
| 10Y | +122.2% | +2,950.3% | -2,828.1% | +121.8% |
| All | +328.4% | +7,705.7% | -7,377.3% | +330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling