+269.0%
KR vs AR
-27.2%
+296.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +1.5% | +2.5% | -1.0% | +1.4% |
| 30D | +4.1% | +14.8% | -10.7% | +3.6% |
| 3M | -5.2% | +6.2% | -11.4% | -5.4% |
| 6M | -12.8% | +4.3% | -17.1% | -12.9% |
| YTD | -4.6% | +14.4% | -19.0% | -5.1% |
| 1Y | -11.7% | +21.3% | -33.0% | -12.4% |
| 3Y | +36.3% | +39.8% | -3.6% | +33.6% |
| 5Y | +40.0% | +142.1% | -102.1% | +35.0% |
| 10Y | +122.2% | +52.0% | +70.2% | +115.4% |
| All | +269.0% | -27.2% | +296.2% | +257.6% |
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