+84.1%
KR vs APD
+16.4%
+67.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +4.6% | +3.8% | +0.7% | +4.1% |
| 30D | +12.2% | +8.2% | +4.0% | +11.1% |
| 3M | +24.6% | +4.3% | +20.3% | +23.9% |
| 6M | +8.2% | +4.7% | +3.5% | +7.5% |
| YTD | +15.3% | +31.5% | -16.3% | +11.0% |
| 1Y | +9.8% | +23.5% | -13.8% | +6.4% |
| 3Y | +71.4% | +29.1% | +42.2% | +62.2% |
| All | +84.1% | +16.4% | +67.6% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 5y: compounded portfolio wealth divided by compounded APD 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…
5y analysis · Full analysis span regression · 6 months rolling