+79.1%
KR vs COMP
-49.4%
+128.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -2.4% |
| 7D | -1.3% | +4.1% | -5.3% | -1.3% |
| 30D | +1.5% | -14.5% | +16.1% | +1.5% |
| 3M | -8.5% | +41.8% | -50.3% | -8.5% |
| 6M | -21.9% | +23.6% | -45.4% | -21.8% |
| YTD | -6.9% | +1.7% | -8.6% | -6.7% |
| 1Y | -14.0% | +12.6% | -26.5% | -14.0% |
| 3Y | +30.3% | +221.9% | -191.6% | +27.1% |
| 5Y | +37.7% | -28.1% | +65.9% | +35.8% |
| All | +79.1% | -49.4% | +128.5% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling