+442.2%
KR vs BIL
+30.4%
+411.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.1% |
| 30D | +1.5% | +0.3% | +1.2% | +2.0% |
| 3M | -8.5% | +0.9% | -9.4% | -7.0% |
| 6M | -21.9% | +1.8% | -23.7% | -19.3% |
| YTD | -6.9% | +2.5% | -9.3% | -2.6% |
| 1Y | -14.0% | +3.7% | -17.7% | -8.0% |
| 3Y | +30.3% | +14.1% | +16.2% | +70.8% |
| 5Y | +37.7% | +19.4% | +18.3% | +100.8% |
| 10Y | +125.2% | +25.3% | +99.9% | +268.8% |
| All | +442.2% | +30.4% | +411.8% | +883.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling