-11.7%
KR vs EFX
-25.2%
+13.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.7% |
| 7D | +1.5% | -8.6% | +10.1% | +2.3% |
| 30D | +4.1% | +0.1% | +4.0% | +4.0% |
| 3M | -5.2% | +3.8% | -9.1% | -5.7% |
| 6M | -12.8% | -13.5% | +0.7% | -13.2% |
| YTD | -4.6% | -17.7% | +13.1% | -5.2% |
| 1Y | -11.7% | -25.6% | +13.9% | -11.5% |
| All | -11.7% | -25.2% | +13.6% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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