+5,222.5%
KR vs APD
+6,473.2%
-1,250.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +4.6% | +3.8% | +0.7% | +3.6% |
| 30D | +12.2% | +8.2% | +4.0% | +10.1% |
| 3M | +24.6% | +4.3% | +20.3% | +23.2% |
| 6M | +8.2% | +4.7% | +3.5% | +6.7% |
| YTD | +15.3% | +31.5% | -16.3% | +7.4% |
| 1Y | +9.8% | +23.5% | -13.8% | +3.6% |
| 3Y | +71.4% | +29.1% | +42.2% | +56.7% |
| 5Y | +85.1% | +15.9% | +69.2% | +71.2% |
| 10Y | +159.4% | +191.9% | -32.6% | +80.2% |
| All | +5,222.5% | +6,473.2% | -1,250.7% | +907.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling