+37.7%
KR vs BND
+12.5%
+25.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.2% | -1.0% | +0.8% | -0.3% |
| 30D | +5.1% | -1.1% | +6.2% | +4.9% |
| 3M | -8.2% | -1.9% | -6.3% | -8.4% |
| 6M | -18.0% | -1.6% | -16.4% | -18.1% |
| YTD | -4.8% | -1.2% | -3.5% | -4.9% |
| 1Y | -11.0% | -0.7% | -10.3% | -11.1% |
| 3Y | +37.7% | +12.5% | +25.1% | +42.1% |
| All | +37.7% | +12.5% | +25.2% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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