-11.0%
KR vs FDS
-27.2%
+16.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.8% |
| 7D | -0.2% | -14.0% | +13.8% | +1.3% |
| 30D | +5.1% | -6.2% | +11.3% | +5.7% |
| 3M | -8.2% | +10.2% | -18.3% | -9.0% |
| 6M | -18.0% | +27.4% | -45.4% | -19.9% |
| YTD | -4.8% | -9.3% | +4.5% | -3.5% |
| 1Y | -11.0% | -28.6% | +17.6% | -7.1% |
| All | -11.0% | -27.2% | +16.2% | -7.1% |
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