-22.1%
KR vs EFX
-17.4%
-4.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -1.0% |
| 7D | -3.1% | -9.4% | +6.3% | -1.5% |
| 30D | +0.6% | -6.9% | +7.5% | +1.7% |
| 3M | -9.8% | +0.1% | -9.9% | -10.2% |
| 6M | -22.1% | -17.3% | -4.8% | -22.7% |
| All | -22.1% | -17.4% | -4.7% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling