+339.7%
KR vs AR
-28.5%
+368.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +0.5% | +6.4% | -5.9% | +0.3% |
| 30D | +14.9% | +3.1% | +11.8% | +14.8% |
| 3M | +25.4% | +3.3% | +22.1% | +25.2% |
| 6M | +9.3% | +6.6% | +2.8% | +9.0% |
| YTD | +13.7% | +12.3% | +1.3% | +13.1% |
| 1Y | +9.2% | +12.3% | -3.2% | +8.6% |
| 3Y | +70.1% | +50.4% | +19.6% | +66.3% |
| 5Y | +82.5% | +101.0% | -18.5% | +76.7% |
| 10Y | +155.7% | +57.5% | +98.3% | +147.9% |
| All | +339.7% | -28.5% | +368.2% | +326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling