+4,200.1%
KR vs BP
+1,362.4%
+2,837.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.8% |
| 7D | -1.3% | +0.9% | -2.2% | -1.4% |
| 30D | +1.5% | +9.1% | -7.6% | 0.0% |
| 3M | -8.5% | +3.9% | -12.4% | -9.3% |
| 6M | -21.9% | +13.6% | -35.5% | -23.8% |
| YTD | -6.9% | +34.0% | -40.9% | -11.6% |
| 1Y | -14.0% | +39.2% | -53.1% | -19.0% |
| 3Y | +30.3% | +36.4% | -6.1% | +21.6% |
| 5Y | +37.7% | +135.8% | -98.1% | +14.7% |
| 10Y | +125.2% | +125.0% | +0.1% | +79.6% |
| All | +4,200.1% | +1,362.4% | +2,837.7% | +1,766.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling