+4,297.1%
KR vs BDX
+5,179.2%
-882.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.5% |
| 7D | -0.2% | -3.2% | +3.0% | +0.5% |
| 30D | +5.1% | -2.5% | +7.6% | +5.6% |
| 3M | -8.2% | +21.4% | -29.6% | -12.1% |
| 6M | -18.0% | +10.4% | -28.4% | -20.0% |
| YTD | -4.8% | +18.8% | -23.6% | -8.9% |
| 1Y | -11.0% | +21.7% | -32.7% | -15.4% |
| 3Y | +37.7% | -10.0% | +47.6% | +38.0% |
| 5Y | +52.8% | -1.8% | +54.6% | +49.2% |
| 10Y | +128.8% | +58.8% | +70.0% | +92.6% |
| All | +4,297.1% | +5,179.2% | -882.1% | +1,095.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling