-14.0%
KR vs AS
-22.5%
+8.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.5% | -2.6% |
| 7D | -1.3% | -2.6% | +1.3% | -1.5% |
| 30D | +1.5% | -22.1% | +23.6% | -0.7% |
| 3M | -8.5% | -15.3% | +6.8% | -9.7% |
| 6M | -21.9% | -15.6% | -6.3% | -22.5% |
| YTD | -6.9% | -23.2% | +16.3% | -8.5% |
| 1Y | -14.0% | -21.7% | +7.7% | -16.5% |
| All | -14.0% | -22.5% | +8.5% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling