+80.8%
KR vs COMP
-13.7%
+94.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.5% |
| 7D | -0.5% | +14.5% | -15.1% | -0.5% |
| 30D | +10.3% | +14.9% | -4.6% | +10.3% |
| 3M | +20.7% | -14.2% | +34.9% | +20.7% |
| 6M | +4.9% | +23.7% | -18.9% | +4.9% |
| YTD | +10.7% | +2.1% | +8.6% | +10.9% |
| 1Y | +7.2% | +26.2% | -19.0% | +7.1% |
| 3Y | +65.7% | +470.9% | -405.2% | +59.5% |
| 5Y | +80.8% | -14.0% | +94.8% | +92.3% |
| All | +80.8% | -13.7% | +94.5% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling