+52.0%
KR vs EXE
+97.7%
-45.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.0% |
| 7D | -0.2% | -3.1% | +3.0% | +0.2% |
| 30D | +5.1% | -0.9% | +6.0% | +5.1% |
| 3M | -8.2% | +9.6% | -17.7% | -9.3% |
| 6M | -18.0% | -11.6% | -6.4% | -17.0% |
| YTD | -4.8% | -12.6% | +7.8% | -3.6% |
| 1Y | -11.0% | +1.2% | -12.2% | -11.8% |
| 3Y | +37.7% | +18.0% | +19.6% | +32.3% |
| All | +52.0% | +97.7% | -45.7% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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