+749.6%
KR vs EFV
+252.1%
+497.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -2.7% | -2.0% | -0.7% | -2.0% |
| 30D | +1.9% | -0.2% | +2.1% | +2.0% |
| 3M | -11.0% | +9.1% | -20.2% | -13.7% |
| 6M | -20.2% | +11.7% | -31.9% | -23.4% |
| YTD | -7.3% | +17.0% | -24.3% | -12.6% |
| 1Y | -13.1% | +26.7% | -39.8% | -20.3% |
| 3Y | +29.7% | +90.2% | -60.4% | +2.3% |
| 5Y | +48.8% | +96.1% | -47.3% | +15.0% |
| 10Y | +122.8% | +164.5% | -41.7% | +50.1% |
| All | +749.6% | +252.1% | +497.4% | +408.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling