-11.0%
KR vs ETR
+21.8%
-32.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -0.2% | -1.8% | +1.6% | +0.1% |
| 30D | +5.1% | -1.8% | +6.8% | +5.3% |
| 3M | -8.2% | -3.6% | -4.6% | -7.8% |
| 6M | -18.0% | +2.6% | -20.6% | -18.2% |
| YTD | -4.8% | +16.0% | -20.8% | -5.5% |
| 1Y | -11.0% | +20.1% | -31.2% | -11.1% |
| All | -11.0% | +21.8% | -32.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling