+28.4%
KR vs AS
+107.2%
-78.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.6% |
| 7D | -3.1% | -2.8% | -0.3% | -3.3% |
| 30D | +0.6% | -23.2% | +23.8% | -1.4% |
| 3M | -9.8% | -20.1% | +10.3% | -11.2% |
| 6M | -22.1% | -18.5% | -3.6% | -23.0% |
| YTD | -8.1% | -25.6% | +17.5% | -9.7% |
| 1Y | -14.7% | -24.4% | +9.7% | -16.1% |
| All | +28.4% | +107.2% | -78.9% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling