+920.0%
KR vs ALNY
+3,976.7%
-3,056.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | -0.2% | -6.5% | +6.4% | +0.2% |
| 30D | +5.1% | +11.0% | -6.0% | +4.4% |
| 3M | -8.2% | -14.1% | +5.9% | -7.7% |
| 6M | -18.0% | -22.4% | +4.4% | -17.2% |
| YTD | -4.8% | -37.5% | +32.7% | -2.7% |
| 1Y | -11.0% | -46.9% | +35.9% | -8.3% |
| 3Y | +37.7% | +22.1% | +15.6% | +33.2% |
| 5Y | +52.8% | +31.2% | +21.6% | +44.5% |
| 10Y | +128.8% | +256.3% | -127.5% | +90.0% |
| All | +920.0% | +3,976.7% | -3,056.7% | +547.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling