+52.0%
KR vs BN
+33.2%
+18.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | -0.2% | -5.2% | +5.0% | 0.0% |
| 30D | +5.1% | -14.5% | +19.5% | +5.7% |
| 3M | -8.2% | -15.0% | +6.8% | -7.6% |
| 6M | -18.0% | -5.4% | -12.6% | -17.9% |
| YTD | -4.8% | -16.4% | +11.7% | -4.1% |
| 1Y | -11.0% | -16.2% | +5.2% | -10.5% |
| 3Y | +37.7% | +67.5% | -29.9% | +27.6% |
| All | +52.0% | +33.2% | +18.9% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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