+33.2%
KR vs AS
+120.4%
-87.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.4% | +0.4% |
| 7D | +1.5% | -4.9% | +6.4% | +1.1% |
| 30D | +4.1% | -19.6% | +23.7% | +2.3% |
| 3M | -5.2% | -14.4% | +9.2% | -6.2% |
| 6M | -12.8% | -20.1% | +7.3% | -13.8% |
| YTD | -4.6% | -20.9% | +16.3% | -5.8% |
| 1Y | -11.7% | -21.9% | +10.2% | -12.9% |
| All | +33.2% | +120.4% | -87.1% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling