+466.6%
KR vs BND
+75.0%
+391.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.2% | -1.0% | +0.8% | -0.4% |
| 30D | +5.1% | -1.1% | +6.2% | +4.8% |
| 3M | -8.2% | -1.9% | -6.3% | -8.5% |
| 6M | -18.0% | -1.6% | -16.4% | -18.3% |
| YTD | -4.8% | -1.2% | -3.5% | -5.0% |
| 1Y | -11.0% | -0.7% | -10.3% | -11.2% |
| 3Y | +37.7% | +12.5% | +25.1% | +41.5% |
| 5Y | +52.8% | -2.5% | +55.3% | +49.1% |
| 10Y | +128.8% | +14.9% | +113.9% | +143.3% |
| All | +466.6% | +75.0% | +391.6% | +568.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling