+48.8%
KR vs ED
+66.8%
-18.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -2.7% | -1.9% | -0.8% | -1.9% |
| 30D | +1.9% | +0.1% | +1.8% | +1.9% |
| 3M | -11.0% | 0.0% | -11.0% | -11.0% |
| 6M | -20.2% | -2.5% | -17.7% | -19.3% |
| YTD | -7.3% | +10.1% | -17.4% | -11.0% |
| 1Y | -13.1% | +13.6% | -26.7% | -17.8% |
| 3Y | +29.7% | +32.4% | -2.7% | +14.9% |
| 5Y | +48.8% | +69.9% | -21.1% | +17.0% |
| All | +48.8% | +66.8% | -18.0% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling