+48.8%
KR vs BP
+139.4%
-90.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -2.7% | +5.7% | -8.4% | -3.1% |
| 30D | +1.9% | +8.1% | -6.1% | +1.3% |
| 3M | -11.0% | +8.6% | -19.7% | -11.7% |
| 6M | -20.2% | +18.1% | -38.3% | -21.2% |
| YTD | -7.3% | +37.6% | -44.9% | -9.3% |
| 1Y | -13.1% | +39.4% | -52.5% | -15.1% |
| 3Y | +29.7% | +40.1% | -10.3% | +26.8% |
| 5Y | +48.8% | +141.3% | -92.6% | +32.7% |
| All | +48.8% | +139.4% | -90.6% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling