+133.4%
KR vs EW
+120.5%
+12.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.8% | +5.5% | +2.9% |
| 7D | -0.2% | -6.2% | +6.0% | +0.2% |
| 30D | +5.1% | -9.3% | +14.4% | +5.7% |
| 3M | -8.2% | -1.6% | -6.5% | -8.1% |
| 6M | -18.0% | -0.8% | -17.1% | -18.0% |
| YTD | -4.8% | -1.0% | -3.7% | -4.8% |
| 1Y | -11.0% | +8.2% | -19.2% | -11.7% |
| 3Y | +37.7% | +12.7% | +25.0% | +35.2% |
| 5Y | +52.8% | -30.2% | +83.0% | +54.2% |
| All | +133.4% | +120.5% | +12.9% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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