+34.0%
KR vs EXEL
+160.7%
-126.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | -2.7% | -2.9% | +0.2% | -2.6% |
| 30D | +1.9% | +11.9% | -9.9% | +1.8% |
| 3M | -11.0% | +9.2% | -20.3% | -11.2% |
| 6M | -20.2% | +39.1% | -59.3% | -20.5% |
| YTD | -7.3% | +31.0% | -38.3% | -7.6% |
| 1Y | -13.1% | +52.3% | -65.4% | -13.7% |
| All | +34.0% | +160.7% | -126.7% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling