+133.4%
KR vs BIDU
-48.7%
+182.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.7% |
| 7D | -0.2% | -8.1% | +7.9% | -0.2% |
| 30D | +5.1% | -12.8% | +17.9% | +5.0% |
| 3M | -8.2% | -21.3% | +13.1% | -8.2% |
| 6M | -18.0% | -27.0% | +9.0% | -18.0% |
| YTD | -4.8% | -30.0% | +25.3% | -4.8% |
| 1Y | -11.0% | -18.3% | +7.2% | -11.1% |
| 3Y | +37.7% | -33.8% | +71.5% | +37.7% |
| 5Y | +52.8% | -44.3% | +97.1% | +53.5% |
| All | +133.4% | -48.7% | +182.1% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling