+37.7%
KR vs APTV
-55.4%
+93.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -0.2% | -5.0% | +4.9% | -0.3% |
| 30D | +5.1% | -6.1% | +11.1% | +4.9% |
| 3M | -8.2% | -33.0% | +24.8% | -9.2% |
| 6M | -18.0% | -35.2% | +17.2% | -18.8% |
| YTD | -4.8% | -40.1% | +35.4% | -5.8% |
| 1Y | -11.0% | -45.6% | +34.6% | -12.2% |
| 3Y | +37.7% | -54.4% | +92.0% | +42.2% |
| All | +37.7% | -55.4% | +93.1% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling