+52.0%
KR vs BLK
+32.0%
+20.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.6% |
| 7D | -0.2% | -3.3% | +3.1% | 0.0% |
| 30D | +5.1% | -6.5% | +11.6% | +5.4% |
| 3M | -8.2% | +6.7% | -14.9% | -8.4% |
| 6M | -18.0% | +14.7% | -32.7% | -18.7% |
| YTD | -4.8% | +2.5% | -7.3% | -4.9% |
| 1Y | -11.0% | -2.8% | -8.3% | -10.8% |
| 3Y | +37.7% | +65.9% | -28.2% | +28.7% |
| All | +52.0% | +32.0% | +20.0% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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