+4,143.0%
KR vs EFX
+6,078.9%
-1,935.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -0.9% |
| 7D | -3.1% | -9.4% | +6.3% | -1.2% |
| 30D | +0.6% | -6.9% | +7.5% | +1.9% |
| 3M | -9.8% | +0.1% | -9.9% | -10.1% |
| 6M | -22.1% | -17.3% | -4.8% | -19.8% |
| YTD | -8.1% | -21.8% | +13.7% | -4.8% |
| 1Y | -14.7% | -32.5% | +17.9% | -9.2% |
| 3Y | +28.6% | -12.3% | +40.9% | +26.5% |
| 5Y | +36.4% | -36.6% | +73.0% | +40.4% |
| 10Y | +120.8% | +41.0% | +79.7% | +81.9% |
| All | +4,143.0% | +6,078.9% | -1,935.9% | +1,340.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling