+133.4%
KR vs EOG
+121.1%
+12.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.2% | +1.5% | -1.7% | -0.3% |
| 30D | +5.1% | +2.9% | +2.1% | +4.7% |
| 3M | -8.2% | +8.7% | -16.9% | -9.0% |
| 6M | -18.0% | +12.9% | -30.9% | -19.0% |
| YTD | -4.8% | +43.8% | -48.6% | -7.8% |
| 1Y | -11.0% | +27.1% | -38.1% | -13.1% |
| 3Y | +37.7% | +25.9% | +11.8% | +33.7% |
| 5Y | +52.8% | +177.9% | -125.2% | +37.8% |
| All | +133.4% | +121.1% | +12.3% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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