+133.4%
KR vs EXEL
+375.2%
-241.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.8% |
| 7D | -0.2% | -4.9% | +4.7% | 0.0% |
| 30D | +5.1% | +11.4% | -6.3% | +4.6% |
| 3M | -8.2% | +4.9% | -13.1% | -8.4% |
| 6M | -18.0% | +34.4% | -52.4% | -19.2% |
| YTD | -4.8% | +28.0% | -32.8% | -6.0% |
| 1Y | -11.0% | +43.6% | -54.7% | -12.7% |
| 3Y | +37.7% | +155.2% | -117.5% | +30.4% |
| 5Y | +52.8% | +181.2% | -128.4% | +43.2% |
| All | +133.4% | +375.2% | -241.8% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling