+48.8%
KR vs APD
+24.4%
+24.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -2.7% | -3.5% | +0.8% | -2.2% |
| 30D | +1.9% | -5.1% | +7.0% | +2.6% |
| 3M | -11.0% | +6.9% | -17.9% | -11.8% |
| 6M | -20.2% | +8.1% | -28.3% | -21.1% |
| YTD | -7.3% | +21.2% | -28.5% | -9.7% |
| 1Y | -13.1% | +4.9% | -18.0% | -13.9% |
| 3Y | +29.7% | +6.3% | +23.4% | +26.9% |
| 5Y | +48.8% | +24.3% | +24.5% | +36.5% |
| All | +48.8% | +24.4% | +24.3% | +36.5% |
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