+10.6%
KR vs FDS
+31.1%
-20.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.9% |
| 7D | +6.1% | +9.4% | -3.4% | +5.0% |
| 30D | +17.3% | +23.8% | -6.4% | +14.8% |
| 3M | +20.2% | +25.1% | -5.0% | +17.3% |
| 6M | +3.3% | +53.8% | -50.4% | -0.7% |
| YTD | +12.3% | +19.6% | -7.3% | +10.4% |
| 1Y | +10.6% | +31.6% | -21.0% | +6.7% |
| All | +10.6% | +31.1% | -20.5% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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