+58.0%
KR vs AS
+131.9%
-73.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.1% |
| 7D | +0.8% | -3.0% | +3.8% | +0.5% |
| 30D | +11.1% | +9.6% | +1.5% | +11.9% |
| 3M | +24.4% | -8.2% | +32.6% | +23.7% |
| 6M | +8.5% | -9.9% | +18.5% | +7.9% |
| YTD | +13.1% | -16.8% | +29.9% | +12.3% |
| 1Y | +9.3% | +3.0% | +6.3% | +10.1% |
| All | +58.0% | +131.9% | -73.9% | +67.4% |
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