+34.0%
KR vs ECL
+53.7%
-19.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -2.7% | -2.6% | 0.0% | -2.4% |
| 30D | +1.9% | -4.6% | +6.5% | +2.5% |
| 3M | -11.0% | +6.0% | -17.0% | -11.4% |
| 6M | -20.2% | -3.0% | -17.2% | -19.9% |
| YTD | -7.3% | +4.0% | -11.3% | -8.1% |
| 1Y | -13.1% | +2.0% | -15.1% | -13.6% |
| All | +34.0% | +53.7% | -19.7% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling