+133.4%
KR vs CAPR
-78.4%
+211.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.7% |
| 7D | -0.2% | -11.0% | +10.8% | -0.2% |
| 30D | +5.1% | +99.8% | -94.7% | +5.5% |
| 3M | -8.2% | -66.6% | +58.4% | -8.4% |
| 6M | -18.0% | -75.1% | +57.1% | -18.3% |
| YTD | -4.8% | -71.0% | +66.2% | -5.0% |
| 1Y | -11.0% | +30.0% | -41.0% | -9.6% |
| 3Y | +37.7% | +29.0% | +8.7% | +40.5% |
| 5Y | +52.8% | +70.8% | -18.0% | +56.8% |
| All | +133.4% | -78.4% | +211.8% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling