+37.7%
KR vs BAX
-35.4%
+73.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.8% |
| 7D | -0.2% | -7.9% | +7.7% | +0.2% |
| 30D | +5.1% | -11.7% | +16.7% | +5.6% |
| 3M | -8.2% | +16.2% | -24.4% | -8.6% |
| 6M | -18.0% | +32.0% | -50.0% | -18.6% |
| YTD | -4.8% | +24.7% | -29.5% | -5.8% |
| 1Y | -11.0% | -2.6% | -8.4% | -11.2% |
| 3Y | +37.7% | -35.0% | +72.6% | +40.2% |
| All | +37.7% | -35.4% | +73.0% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling