+577.1%
KR vs APTV
+173.4%
+403.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.3% | -1.2% |
| 7D | -3.1% | -1.2% | -1.9% | -3.0% |
| 30D | +0.6% | -10.6% | +11.3% | +1.2% |
| 3M | -9.8% | -35.0% | +25.2% | -7.9% |
| 6M | -22.1% | -38.9% | +16.8% | -20.4% |
| YTD | -8.1% | -41.5% | +33.4% | -6.0% |
| 1Y | -14.7% | -45.8% | +31.2% | -12.3% |
| 3Y | +28.6% | -55.7% | +84.3% | +33.0% |
| 5Y | +36.4% | -70.1% | +106.5% | +43.3% |
| 10Y | +120.8% | -19.1% | +139.9% | +97.1% |
| All | +577.1% | +173.4% | +403.7% | +359.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling