+1,573.8%
KR vs FDS
+9,090.7%
-7,516.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.8% |
| 7D | -1.3% | -5.4% | +4.1% | -0.5% |
| 30D | +1.5% | +1.6% | -0.1% | +1.2% |
| 3M | -8.5% | +17.7% | -26.3% | -10.9% |
| 6M | -21.9% | +29.1% | -50.9% | -25.3% |
| YTD | -6.9% | +1.0% | -7.8% | -8.1% |
| 1Y | -14.0% | -21.6% | +7.6% | -12.1% |
| 3Y | +30.3% | -30.1% | +60.4% | +34.6% |
| 5Y | +37.7% | -20.7% | +58.5% | +38.7% |
| 10Y | +125.2% | +78.3% | +46.9% | +97.5% |
| All | +1,573.8% | +9,090.7% | -7,516.9% | +817.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling