+84.1%
KR vs EW
-7.9%
+92.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +4.6% | +4.9% | -0.3% | +4.3% |
| 30D | +12.2% | +23.9% | -11.7% | +10.9% |
| 3M | +24.6% | +15.8% | +8.8% | +23.5% |
| 6M | +8.2% | +31.7% | -23.5% | +6.6% |
| YTD | +15.3% | +25.7% | -10.4% | +13.8% |
| 1Y | +9.8% | +24.4% | -14.7% | +8.4% |
| 3Y | +71.4% | +65.9% | +5.5% | +65.1% |
| All | +84.1% | -7.9% | +92.0% | +81.5% |
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