-13.1%
KR vs AR
+22.8%
-35.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | +1.9% | +3.5% | -1.6% | +1.6% |
| 3M | -11.0% | +9.9% | -20.9% | -12.0% |
| 6M | -20.2% | +4.5% | -24.7% | -20.5% |
| YTD | -7.3% | +13.7% | -20.9% | -7.9% |
| 1Y | -13.1% | +19.2% | -32.4% | -13.2% |
| All | -13.1% | +22.8% | -35.9% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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