+133.4%
KR vs BAX
-38.1%
+171.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.9% |
| 7D | -0.2% | -7.9% | +7.7% | +0.8% |
| 30D | +5.1% | -11.7% | +16.7% | +6.6% |
| 3M | -8.2% | +16.2% | -24.4% | -10.0% |
| 6M | -18.0% | +32.0% | -50.0% | -21.0% |
| YTD | -4.8% | +24.7% | -29.5% | -8.2% |
| 1Y | -11.0% | -2.6% | -8.4% | -11.5% |
| 3Y | +37.7% | -35.0% | +72.6% | +43.1% |
| 5Y | +52.8% | -67.6% | +120.3% | +80.3% |
| All | +133.4% | -38.1% | +171.5% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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