+48.8%
KR vs FDS
-28.1%
+76.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.8% | +6.7% | +1.7% |
| 7D | -2.7% | -16.0% | +13.3% | -0.4% |
| 30D | +1.9% | -6.7% | +8.7% | +2.8% |
| 3M | -11.0% | +6.0% | -17.0% | -12.0% |
| 6M | -20.2% | +25.1% | -45.3% | -23.2% |
| YTD | -7.3% | -8.1% | +0.9% | -6.6% |
| 1Y | -13.1% | -26.0% | +12.9% | -9.5% |
| 3Y | +29.7% | -36.4% | +66.1% | +37.7% |
| 5Y | +48.8% | -27.7% | +76.5% | +40.7% |
| All | +48.8% | -28.1% | +76.9% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling