+52.0%
KR vs BG
+81.8%
-29.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.5% | +3.0% |
| 7D | -0.2% | +3.1% | -3.3% | -0.7% |
| 30D | +5.1% | +10.2% | -5.2% | +3.3% |
| 3M | -8.2% | -1.7% | -6.5% | -8.1% |
| 6M | -18.0% | +1.0% | -19.0% | -18.5% |
| YTD | -4.8% | +39.9% | -44.7% | -10.4% |
| 1Y | -11.0% | +53.2% | -64.2% | -17.6% |
| 3Y | +37.7% | +16.3% | +21.4% | +33.4% |
| All | +52.0% | +81.8% | -29.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling