-11.0%
KR vs ED
+13.4%
-24.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.9% |
| 7D | -0.2% | -0.8% | +0.6% | +0.3% |
| 30D | +5.1% | -0.4% | +5.5% | +5.2% |
| 3M | -8.2% | +0.5% | -8.6% | -8.5% |
| 6M | -18.0% | -3.1% | -14.9% | -16.8% |
| YTD | -4.8% | +9.8% | -14.6% | -9.5% |
| 1Y | -11.0% | +12.6% | -23.6% | -17.3% |
| All | -11.0% | +13.4% | -24.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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