+48.8%
KR vs ENB
+61.9%
-13.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.8% | +2.1% |
| 7D | -2.7% | -4.6% | +1.9% | -1.3% |
| 30D | +1.9% | -5.2% | +7.1% | +3.6% |
| 3M | -11.0% | -13.4% | +2.3% | -7.0% |
| 6M | -20.2% | -7.8% | -12.4% | -18.3% |
| YTD | -7.3% | +4.9% | -12.2% | -8.8% |
| 1Y | -13.1% | +3.2% | -16.4% | -14.1% |
| 3Y | +29.7% | +71.0% | -41.3% | +10.5% |
| 5Y | +48.8% | +64.0% | -15.2% | +28.9% |
| All | +48.8% | +61.9% | -13.2% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling