-11.7%
KR vs FE
+11.4%
-23.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +1.5% | +1.9% | -0.4% | +1.0% |
| 30D | +4.1% | -1.2% | +5.2% | +4.4% |
| 3M | -5.2% | +3.5% | -8.7% | -6.0% |
| 6M | -12.8% | -6.1% | -6.7% | -11.9% |
| YTD | -4.6% | +7.6% | -12.2% | -7.4% |
| 1Y | -11.7% | +11.9% | -23.6% | -16.8% |
| All | -11.7% | +11.4% | -23.1% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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