-11.7%
KR vs BP
+34.1%
-45.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +1.5% | +3.9% | -2.4% | +0.8% |
| 30D | +4.1% | +7.6% | -3.5% | +2.6% |
| 3M | -5.2% | +0.7% | -5.9% | -5.5% |
| 6M | -12.8% | +15.5% | -28.3% | -15.2% |
| YTD | -4.6% | +30.8% | -35.4% | -8.4% |
| 1Y | -11.7% | +34.3% | -46.0% | -14.6% |
| All | -11.7% | +34.1% | -45.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling