+52.0%
KR vs EFX
-36.2%
+88.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.7% |
| 7D | -0.2% | -4.5% | +4.4% | +0.2% |
| 30D | +5.1% | -6.1% | +11.1% | +5.5% |
| 3M | -8.2% | +6.2% | -14.4% | -8.6% |
| 6M | -18.0% | -11.2% | -6.8% | -17.5% |
| YTD | -4.8% | -21.4% | +16.6% | -3.6% |
| 1Y | -11.0% | -34.3% | +23.3% | -8.7% |
| 3Y | +37.7% | -12.5% | +50.2% | +36.2% |
| All | +52.0% | -36.2% | +88.2% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling