-11.7%
KR vs COMP
+22.2%
-33.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.2% |
| 7D | +1.5% | +1.4% | +0.1% | +1.6% |
| 30D | +4.1% | -13.3% | +17.4% | +3.0% |
| 3M | -5.2% | +41.1% | -46.3% | -2.3% |
| 6M | -12.8% | +17.2% | -30.0% | -10.2% |
| YTD | -4.6% | +5.2% | -9.8% | -2.2% |
| 1Y | -11.7% | +18.9% | -30.6% | -9.7% |
| All | -11.7% | +22.2% | -33.9% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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