+1,899.1%
KR vs EL
+1,685.7%
+213.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.3% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | +4.1% | +19.8% | -15.8% | +1.3% |
| 3M | -5.2% | +25.7% | -30.9% | -8.5% |
| 6M | -12.8% | +5.4% | -18.2% | -14.2% |
| YTD | -4.6% | +0.2% | -4.8% | -6.0% |
| 1Y | -11.7% | +20.4% | -32.1% | -15.7% |
| 3Y | +36.3% | -32.1% | +68.4% | +37.6% |
| 5Y | +40.0% | -67.2% | +107.2% | +57.5% |
| 10Y | +122.2% | +31.7% | +90.5% | +80.4% |
| All | +1,899.1% | +1,685.7% | +213.4% | +874.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling