+54.0%
KR vs AS
+134.9%
-80.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | +1.4% | +6.9% | -5.5% | +1.9% |
| 30D | +14.3% | +16.0% | -1.7% | +15.6% |
| 3M | +18.9% | -12.8% | +31.8% | +17.8% |
| 6M | +3.8% | -15.4% | +19.2% | +2.7% |
| YTD | +10.2% | -15.7% | +26.0% | +9.5% |
| 1Y | +9.2% | +6.1% | +3.1% | +10.2% |
| All | +54.0% | +134.9% | -80.9% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling