+4,200.1%
KR vs EXC
+2,371.2%
+1,829.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -1.3% | +1.2% | -2.5% | -1.6% |
| 30D | +1.5% | -2.7% | +4.2% | +2.2% |
| 3M | -8.5% | -1.0% | -7.6% | -8.3% |
| 6M | -21.9% | -9.3% | -12.6% | -20.1% |
| YTD | -6.9% | +3.6% | -10.5% | -7.9% |
| 1Y | -14.0% | +5.9% | -19.9% | -15.4% |
| 3Y | +30.3% | +21.3% | +9.0% | +23.4% |
| 5Y | +37.7% | +46.2% | -8.4% | +24.0% |
| 10Y | +125.2% | +151.5% | -26.3% | +70.2% |
| All | +4,200.1% | +2,371.2% | +1,829.0% | +1,332.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling