+34.2%
KR vs BTSG
+389.4%
-355.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.8% |
| 7D | -0.2% | -3.3% | +3.1% | -0.3% |
| 30D | +5.1% | -1.6% | +6.6% | +5.0% |
| 3M | -8.2% | -6.9% | -1.3% | -8.2% |
| 6M | -18.0% | +42.1% | -60.1% | -17.0% |
| YTD | -4.8% | +56.8% | -61.6% | -3.6% |
| 1Y | -11.0% | +109.8% | -120.9% | -9.8% |
| All | +34.2% | +389.4% | -355.2% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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