+52.0%
KR vs BR
+8.0%
+44.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | -0.2% | -3.0% | +2.8% | +0.4% |
| 30D | +5.1% | -0.3% | +5.3% | +5.1% |
| 3M | -8.2% | +17.3% | -25.5% | -11.1% |
| 6M | -18.0% | -6.7% | -11.3% | -17.4% |
| YTD | -4.8% | -23.4% | +18.7% | -0.5% |
| 1Y | -11.0% | -32.7% | +21.6% | -4.7% |
| 3Y | +37.7% | -5.9% | +43.6% | +36.9% |
| All | +52.0% | +8.0% | +44.0% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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