-13.1%
KR vs CAPR
+26.9%
-40.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +0.9% |
| 7D | -2.7% | -10.6% | +7.9% | -2.7% |
| 30D | +1.9% | +111.2% | -109.3% | +2.3% |
| 3M | -11.0% | -67.2% | +56.2% | -11.2% |
| 6M | -20.2% | -75.1% | +54.9% | -20.4% |
| YTD | -7.3% | -71.2% | +64.0% | -7.5% |
| 1Y | -13.1% | +31.1% | -44.2% | -12.3% |
| All | -13.1% | +26.9% | -40.0% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling