+133.4%
KR vs ALNY
+260.0%
-126.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | -0.2% | -6.5% | +6.4% | 0.0% |
| 30D | +5.1% | +11.0% | -6.0% | +4.7% |
| 3M | -8.2% | -14.1% | +5.9% | -7.9% |
| 6M | -18.0% | -22.4% | +4.4% | -17.6% |
| YTD | -4.8% | -37.5% | +32.7% | -3.9% |
| 1Y | -11.0% | -46.9% | +35.9% | -9.8% |
| 3Y | +37.7% | +22.1% | +15.6% | +35.7% |
| 5Y | +52.8% | +31.2% | +21.6% | +48.8% |
| All | +133.4% | +260.0% | -126.6% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling