-11.7%
KR vs EXC
+2.6%
-14.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.9% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | +4.1% | -4.6% | +8.7% | +5.9% |
| 3M | -5.2% | -2.2% | -3.0% | -4.3% |
| 6M | -12.8% | -10.6% | -2.2% | -9.3% |
| YTD | -4.6% | +1.9% | -6.5% | -5.3% |
| 1Y | -11.7% | +3.4% | -15.1% | -13.7% |
| All | -11.7% | +2.6% | -14.2% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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