+133.4%
KR vs ECL
+160.1%
-26.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.5% |
| 7D | -0.2% | -1.1% | +0.9% | 0.0% |
| 30D | +5.1% | -0.8% | +5.9% | +5.2% |
| 3M | -8.2% | +5.0% | -13.2% | -8.8% |
| 6M | -18.0% | +0.2% | -18.2% | -18.1% |
| YTD | -4.8% | +5.8% | -10.5% | -5.9% |
| 1Y | -11.0% | +1.5% | -12.6% | -11.5% |
| 3Y | +37.7% | +55.0% | -17.3% | +27.6% |
| 5Y | +52.8% | +29.3% | +23.5% | +43.9% |
| All | +133.4% | +160.1% | -26.7% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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