+32.8%
KR vs BIL
+14.1%
+18.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.1% | +0.1% | -3.1% | -3.8% |
| 30D | +0.6% | +0.3% | +0.3% | -2.5% |
| 3M | -9.8% | +0.9% | -10.7% | -17.9% |
| 6M | -22.1% | +1.8% | -23.9% | -35.8% |
| YTD | -8.1% | +2.5% | -10.6% | -29.0% |
| 1Y | -14.7% | +3.7% | -18.3% | -41.0% |
| All | +32.8% | +14.1% | +18.8% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 3y: compounded portfolio wealth divided by compounded BIL 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…
3y analysis · Full analysis span regression · 6 months rolling