+133.4%
KR vs EL
+26.1%
+107.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | -0.2% | -6.5% | +6.3% | 0.0% |
| 30D | +5.1% | +11.1% | -6.1% | +4.7% |
| 3M | -8.2% | +10.7% | -18.9% | -8.5% |
| 6M | -18.0% | +6.9% | -24.9% | -18.2% |
| YTD | -4.8% | -6.3% | +1.5% | -4.7% |
| 1Y | -11.0% | +13.5% | -24.5% | -11.8% |
| 3Y | +37.7% | -33.1% | +70.7% | +41.0% |
| 5Y | +52.8% | -68.8% | +121.5% | +65.3% |
| All | +133.4% | +26.1% | +107.3% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling