+408.2%
KR vs BB
+261.2%
+147.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -3.1% | +1.8% | -4.9% | -3.1% |
| 30D | +0.6% | -12.2% | +12.8% | +1.0% |
| 3M | -9.8% | -12.3% | +2.5% | -9.7% |
| 6M | -22.1% | +122.7% | -144.8% | -24.8% |
| YTD | -8.1% | +104.5% | -112.6% | -11.1% |
| 1Y | -14.7% | +106.7% | -121.3% | -17.6% |
| 3Y | +28.6% | +70.0% | -41.4% | +23.4% |
| 5Y | +36.4% | -27.8% | +64.1% | +33.9% |
| 10Y | +120.8% | +2.4% | +118.4% | +107.2% |
| All | +408.2% | +261.2% | +147.0% | +390.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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