+491.9%
KR vs BTG
+373.5%
+118.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | -0.2% | -3.8% | +3.6% | -0.1% |
| 30D | +5.1% | +3.6% | +1.4% | +5.0% |
| 3M | -8.2% | +32.0% | -40.2% | -8.3% |
| 6M | -18.0% | +3.4% | -21.4% | -18.0% |
| YTD | -4.8% | +20.8% | -25.6% | -5.0% |
| 1Y | -11.0% | +22.4% | -33.4% | -11.3% |
| 3Y | +37.7% | +91.7% | -54.1% | +36.6% |
| 5Y | +52.8% | +79.0% | -26.2% | +51.6% |
| 10Y | +128.8% | +152.6% | -23.8% | +128.3% |
| All | +491.9% | +373.5% | +118.3% | +619.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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