+133.4%
KR vs ENB
+92.6%
+40.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.9% |
| 7D | -0.2% | -4.7% | +4.5% | +0.5% |
| 30D | +5.1% | -5.9% | +10.9% | +6.0% |
| 3M | -8.2% | -14.2% | +6.1% | -6.0% |
| 6M | -18.0% | -8.6% | -9.4% | -16.9% |
| YTD | -4.8% | +3.9% | -8.7% | -5.3% |
| 1Y | -11.0% | +1.8% | -12.8% | -11.3% |
| 3Y | +37.7% | +68.5% | -30.8% | +28.4% |
| 5Y | +52.8% | +62.4% | -9.7% | +43.2% |
| All | +133.4% | +92.6% | +40.8% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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