+182.7%
KR vs AVTR
+0.6%
+182.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.7% |
| 7D | -0.2% | -1.1% | +0.9% | -0.2% |
| 30D | +5.1% | +6.3% | -1.3% | +5.0% |
| 3M | -8.2% | +53.3% | -61.5% | -8.4% |
| 6M | -18.0% | +78.6% | -96.6% | -18.3% |
| YTD | -4.8% | +29.2% | -34.0% | -4.8% |
| 1Y | -11.0% | +13.8% | -24.9% | -10.9% |
| 3Y | +37.7% | -27.4% | +65.1% | +38.9% |
| 5Y | +52.8% | -65.0% | +117.8% | +55.3% |
| All | +182.7% | +0.6% | +182.1% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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