+756.0%
KR vs EXPE
+776.5%
-20.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.9% | +5.5% | -1.8% |
| 7D | -1.3% | -9.8% | +8.5% | -0.6% |
| 30D | +1.5% | -11.5% | +13.0% | +2.3% |
| 3M | -8.5% | +21.7% | -30.2% | -9.8% |
| 6M | -21.9% | +10.4% | -32.3% | -22.6% |
| YTD | -6.9% | -2.5% | -4.3% | -7.2% |
| 1Y | -14.0% | +27.3% | -41.3% | -16.1% |
| 3Y | +30.3% | +153.5% | -123.2% | +19.2% |
| 5Y | +37.7% | +91.1% | -53.4% | +26.1% |
| 10Y | +125.2% | +153.1% | -27.9% | +92.2% |
| All | +756.0% | +776.5% | -20.5% | +430.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling