+61.0%
KR vs AS
+123.4%
-62.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +4.6% | -4.9% | +9.4% | +4.2% |
| 30D | +12.2% | +3.9% | +8.3% | +12.6% |
| 3M | +24.6% | -9.6% | +34.2% | +23.7% |
| 6M | +8.2% | -8.7% | +16.8% | +7.7% |
| YTD | +15.3% | -19.8% | +35.1% | +14.1% |
| 1Y | +9.8% | -1.5% | +11.3% | +10.1% |
| All | +61.0% | +123.4% | -62.4% | +70.1% |
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