+48.8%
KR vs EW
-29.2%
+78.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | -2.7% | -3.4% | +0.7% | -2.5% |
| 30D | +1.9% | -7.4% | +9.3% | +2.3% |
| 3M | -11.0% | +0.9% | -12.0% | -11.1% |
| 6M | -20.2% | +1.2% | -21.4% | -20.3% |
| YTD | -7.3% | +1.8% | -9.1% | -7.4% |
| 1Y | -13.1% | +10.8% | -24.0% | -13.7% |
| 3Y | +29.7% | +17.1% | +12.6% | +27.9% |
| 5Y | +48.8% | -28.2% | +77.0% | +44.6% |
| All | +48.8% | -29.2% | +78.0% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling