+36.4%
KR vs CAPR
+76.3%
-40.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.4% |
| 7D | -3.1% | -12.6% | +9.6% | -3.1% |
| 30D | +0.6% | +124.4% | -123.8% | +1.1% |
| 3M | -9.8% | -66.8% | +57.0% | -10.0% |
| 6M | -22.1% | -71.8% | +49.7% | -22.4% |
| YTD | -8.1% | -70.1% | +62.0% | -8.3% |
| 1Y | -14.7% | +33.3% | -48.0% | -13.4% |
| 3Y | +28.6% | +36.7% | -8.1% | +29.7% |
| 5Y | +36.4% | +72.5% | -36.1% | +46.5% |
| All | +36.4% | +76.3% | -40.0% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling