+69.4%
KR vs AUR
-35.7%
+105.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.7% |
| 7D | -0.2% | +1.4% | -1.6% | -0.2% |
| 30D | +5.1% | -6.4% | +11.5% | +5.0% |
| 3M | -8.2% | +7.7% | -15.9% | -8.0% |
| 6M | -18.0% | +44.5% | -62.5% | -17.7% |
| YTD | -4.8% | +67.4% | -72.2% | -4.3% |
| 1Y | -11.0% | +15.4% | -26.5% | -10.7% |
| 3Y | +37.7% | +94.8% | -57.2% | +37.7% |
| 5Y | +52.8% | -35.1% | +87.9% | +52.9% |
| All | +69.4% | -35.7% | +105.1% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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