+52.0%
KR vs EFV
+95.9%
-43.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.6% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | +5.1% | +0.6% | +4.4% | +5.0% |
| 3M | -8.2% | +7.5% | -15.7% | -9.0% |
| 6M | -18.0% | +13.0% | -31.0% | -19.4% |
| YTD | -4.8% | +18.3% | -23.1% | -7.4% |
| 1Y | -11.0% | +26.7% | -37.8% | -14.6% |
| 3Y | +37.7% | +89.6% | -51.9% | +20.0% |
| All | +52.0% | +95.9% | -43.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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