+63.7%
KR vs BTDR
+19.6%
+44.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.7% |
| 7D | -0.2% | -3.4% | +3.2% | -0.2% |
| 30D | +5.1% | +32.6% | -27.5% | +5.4% |
| 3M | -8.2% | -32.2% | +24.1% | -8.2% |
| 6M | -18.0% | +52.4% | -70.3% | -17.7% |
| YTD | -4.8% | +6.7% | -11.5% | -4.4% |
| 1Y | -11.0% | -15.2% | +4.2% | -10.7% |
| 3Y | +37.7% | +14.9% | +22.8% | +35.8% |
| 5Y | +52.8% | +20.8% | +32.0% | +52.3% |
| All | +63.7% | +19.6% | +44.1% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling