+37.7%
KR vs ET
+96.2%
-58.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.3% |
| 6M | -18.0% | +18.9% | -36.9% | -18.9% |
| YTD | -4.8% | +37.7% | -42.5% | -6.3% |
| 1Y | -11.0% | +32.4% | -43.5% | -12.4% |
| 3Y | +37.7% | +99.5% | -61.8% | +15.2% |
| All | +37.7% | +96.2% | -58.5% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling