+4,200.1%
KR vs ENB
+11,892.0%
-7,691.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +1.5% | -0.2% | +1.7% | +1.5% |
| 3M | -8.5% | -7.5% | -1.0% | -7.6% |
| 6M | -21.9% | -4.1% | -17.7% | -21.5% |
| YTD | -6.9% | +9.8% | -16.7% | -8.1% |
| 1Y | -14.0% | +8.7% | -22.7% | -15.0% |
| 3Y | +30.3% | +79.0% | -48.7% | +20.4% |
| 5Y | +37.7% | +69.1% | -31.4% | +27.9% |
| 10Y | +125.2% | +96.5% | +28.7% | +100.7% |
| All | +4,200.1% | +11,892.0% | -7,691.9% | +2,844.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling