+4,143.0%
KR vs BTI
+5,940.0%
-1,797.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -3.1% | -2.4% | -0.6% | -2.7% |
| 30D | +0.6% | -4.8% | +5.4% | +1.4% |
| 3M | -9.8% | -8.1% | -1.7% | -8.5% |
| 6M | -22.1% | -4.2% | -18.0% | -21.7% |
| YTD | -8.1% | -1.3% | -6.8% | -8.2% |
| 1Y | -14.7% | +2.1% | -16.8% | -15.3% |
| 3Y | +28.6% | +108.9% | -80.4% | +12.8% |
| 5Y | +36.4% | +114.5% | -78.1% | +18.6% |
| 10Y | +120.8% | +72.2% | +48.5% | +93.9% |
| All | +4,143.0% | +5,940.0% | -1,797.0% | +1,920.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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