+34.0%
KR vs EXPE
+153.4%
-119.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.9% |
| 7D | -2.7% | -8.7% | +6.0% | -2.6% |
| 30D | +1.9% | -13.6% | +15.6% | +2.0% |
| 3M | -11.0% | +26.6% | -37.7% | -10.7% |
| 6M | -20.2% | +19.9% | -40.2% | -19.9% |
| YTD | -7.3% | -1.7% | -5.6% | -7.2% |
| 1Y | -13.1% | +29.4% | -42.6% | -12.9% |
| All | +34.0% | +153.4% | -119.4% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling