+52.0%
KR vs EOG
+169.9%
-117.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.2% |
| 6M | -18.0% | +12.9% | -30.9% | -19.2% |
| YTD | -4.8% | +43.8% | -48.6% | -8.3% |
| 1Y | -11.0% | +27.1% | -38.1% | -13.5% |
| 3Y | +37.7% | +25.9% | +11.8% | +32.9% |
| All | +52.0% | +169.9% | -117.9% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling