-11.0%
KR vs EXPE
+30.8%
-41.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.7% |
| 7D | -0.2% | -5.8% | +5.6% | 0.0% |
| 30D | +5.1% | -13.6% | +18.7% | +5.4% |
| 3M | -8.2% | +25.2% | -33.3% | -7.7% |
| 6M | -18.0% | +22.3% | -40.3% | -17.5% |
| YTD | -4.8% | -0.3% | -4.5% | -4.9% |
| 1Y | -11.0% | +27.8% | -38.8% | -12.1% |
| All | -11.0% | +30.8% | -41.9% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling