+37.7%
KR vs BNY
+287.0%
-249.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.2% | -1.3% | +1.2% | -0.2% |
| 30D | +5.1% | -0.2% | +5.2% | +5.0% |
| 3M | -8.2% | +14.9% | -23.1% | -8.1% |
| 6M | -18.0% | +40.0% | -58.0% | -18.0% |
| YTD | -4.8% | +42.0% | -46.7% | -4.9% |
| 1Y | -11.0% | +56.9% | -67.9% | -11.8% |
| 3Y | +37.7% | +289.9% | -252.2% | +20.7% |
| All | +37.7% | +287.0% | -249.4% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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