+675.3%
KR vs BNS
+1,486.6%
-811.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | +5.1% | +3.5% | +1.6% | +4.2% |
| 3M | -8.2% | +14.1% | -22.2% | -11.0% |
| 6M | -18.0% | +33.8% | -51.8% | -23.5% |
| YTD | -4.8% | +29.5% | -34.2% | -10.7% |
| 1Y | -11.0% | +48.4% | -59.4% | -19.2% |
| 3Y | +37.7% | +129.6% | -91.9% | +11.8% |
| 5Y | +52.8% | +96.1% | -43.3% | +27.8% |
| 10Y | +128.8% | +186.2% | -57.4% | +68.7% |
| All | +675.3% | +1,486.6% | -811.3% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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