+133.4%
KR vs ET
+177.0%
-43.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +5.1% | +2.9% | +2.2% | +4.8% |
| 3M | -8.2% | +16.8% | -24.9% | -9.4% |
| 6M | -18.0% | +18.9% | -36.9% | -19.2% |
| YTD | -4.8% | +37.7% | -42.5% | -7.4% |
| 1Y | -11.0% | +32.4% | -43.5% | -13.2% |
| 3Y | +37.7% | +99.5% | -61.8% | +28.6% |
| 5Y | +52.8% | +244.0% | -191.2% | +35.9% |
| All | +133.4% | +177.0% | -43.6% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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