-11.0%
KR vs BDX
+22.7%
-33.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.6% |
| 7D | -0.2% | -3.2% | +3.0% | +0.2% |
| 30D | +5.1% | -2.5% | +7.6% | +5.4% |
| 3M | -8.2% | +21.4% | -29.6% | -9.4% |
| 6M | -18.0% | +10.4% | -28.4% | -19.5% |
| YTD | -4.8% | +18.8% | -23.6% | -8.2% |
| 1Y | -11.0% | +21.7% | -32.7% | -14.9% |
| All | -11.0% | +22.7% | -33.8% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling