+818.3%
KR vs EXEL
+264.7%
+553.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.3% |
| 7D | -1.3% | +1.4% | -2.6% | -1.3% |
| 30D | +1.5% | +6.7% | -5.1% | +1.2% |
| 3M | -8.5% | +11.5% | -20.0% | -9.1% |
| 6M | -21.9% | +38.8% | -60.7% | -23.4% |
| YTD | -6.9% | +31.6% | -38.4% | -8.5% |
| 1Y | -14.0% | +53.0% | -67.0% | -16.3% |
| 3Y | +30.3% | +160.8% | -130.5% | +22.2% |
| 5Y | +37.7% | +190.1% | -152.4% | +27.6% |
| 10Y | +125.2% | +367.0% | -241.8% | +96.3% |
| All | +818.3% | +264.7% | +553.5% | +631.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling