+92.6%
KR vs EXE
+192.2%
-99.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | -1.3% | -1.8% | +0.5% | -1.1% |
| 30D | +1.5% | +6.4% | -4.9% | +0.8% |
| 3M | -8.5% | +9.2% | -17.8% | -9.5% |
| 6M | -21.9% | -7.0% | -14.9% | -21.4% |
| YTD | -6.9% | -9.5% | +2.6% | -6.2% |
| 1Y | -14.0% | +6.2% | -20.2% | -15.1% |
| 3Y | +30.3% | +20.7% | +9.6% | +25.4% |
| 5Y | +37.7% | +103.6% | -65.9% | +22.6% |
| All | +92.6% | +192.2% | -99.6% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling