+4,200.1%
KR vs BBWI
+999.2%
+3,201.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.8% | -2.0% |
| 7D | -1.3% | +1.6% | -2.8% | -1.5% |
| 30D | +1.5% | -6.2% | +7.7% | +2.1% |
| 3M | -8.5% | +4.3% | -12.9% | -9.4% |
| 6M | -21.9% | -7.2% | -14.7% | -22.0% |
| YTD | -6.9% | -3.0% | -3.8% | -7.9% |
| 1Y | -14.0% | -30.8% | +16.8% | -12.0% |
| 3Y | +30.3% | -43.4% | +73.7% | +32.0% |
| 5Y | +37.7% | -66.7% | +104.5% | +45.2% |
| 10Y | +125.2% | -55.7% | +180.8% | +106.7% |
| All | +4,200.1% | +999.2% | +3,201.0% | +1,686.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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