+37.7%
KR vs BTDR
+4.4%
+33.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.8% |
| 7D | -0.2% | -3.4% | +3.2% | -0.2% |
| 30D | +5.1% | +32.6% | -27.5% | +5.5% |
| 3M | -8.2% | -32.2% | +24.1% | -8.3% |
| 6M | -18.0% | +52.4% | -70.3% | -17.5% |
| YTD | -4.8% | +6.7% | -11.5% | -4.2% |
| 1Y | -11.0% | -15.2% | +4.2% | -10.5% |
| 3Y | +37.7% | +14.9% | +22.8% | +34.4% |
| All | +37.7% | +4.4% | +33.3% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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