+4,181.3%
KR vs EOG
+7,533.2%
-3,351.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | +1.9% | +2.8% | -0.9% | +1.6% |
| 3M | -11.0% | +5.9% | -16.9% | -11.7% |
| 6M | -20.2% | +17.1% | -37.3% | -21.8% |
| YTD | -7.3% | +43.9% | -51.2% | -11.2% |
| 1Y | -13.1% | +26.9% | -40.0% | -15.7% |
| 3Y | +29.7% | +23.6% | +6.2% | +25.2% |
| 5Y | +48.8% | +178.1% | -129.4% | +28.9% |
| 10Y | +122.8% | +119.8% | +3.0% | +88.5% |
| All | +4,181.3% | +7,533.2% | -3,351.8% | +2,055.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling