-11.7%
KR vs APTV
-39.9%
+28.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | +0.2% |
| 7D | +1.5% | +4.8% | -3.3% | +1.7% |
| 30D | +4.1% | +2.0% | +2.1% | +4.2% |
| 3M | -5.2% | -34.2% | +29.0% | -7.4% |
| 6M | -12.8% | -34.7% | +21.9% | -13.8% |
| YTD | -4.6% | -37.0% | +32.4% | -5.9% |
| 1Y | -11.7% | -40.4% | +28.7% | -14.0% |
| All | -11.7% | -39.9% | +28.2% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling