+37.7%
KR vs AVTR
-27.0%
+64.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.1% |
| 3M | -8.2% | +53.3% | -61.5% | -7.8% |
| 6M | -18.0% | +78.6% | -96.6% | -17.5% |
| YTD | -4.8% | +29.2% | -34.0% | -4.1% |
| 1Y | -11.0% | +13.8% | -24.9% | -10.1% |
| 3Y | +37.7% | -27.4% | +65.1% | +41.1% |
| All | +37.7% | -27.0% | +64.6% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling