+172.8%
KR vs AVTR
+1.1%
+171.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.3% |
| 7D | -3.1% | +1.6% | -4.6% | -3.1% |
| 30D | +0.6% | +8.4% | -7.8% | +0.5% |
| 3M | -9.8% | +50.2% | -59.9% | -10.0% |
| 6M | -22.1% | +82.6% | -104.7% | -22.5% |
| YTD | -8.1% | +29.8% | -38.0% | -8.1% |
| 1Y | -14.7% | +16.0% | -30.6% | -14.6% |
| 3Y | +28.6% | -26.4% | +55.0% | +29.7% |
| 5Y | +36.4% | -64.5% | +100.8% | +38.6% |
| All | +172.8% | +1.1% | +171.7% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling