+133.4%
KR vs FE
+114.2%
+19.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -0.2% | -1.4% | +1.2% | +0.1% |
| 30D | +5.1% | -1.9% | +6.9% | +5.4% |
| 3M | -8.2% | -0.2% | -8.0% | -8.1% |
| 6M | -18.0% | -7.1% | -10.9% | -17.0% |
| YTD | -4.8% | +6.1% | -10.9% | -5.8% |
| 1Y | -11.0% | +10.1% | -21.1% | -12.6% |
| 3Y | +37.7% | +46.9% | -9.2% | +29.1% |
| 5Y | +52.8% | +50.0% | +2.8% | +42.9% |
| All | +133.4% | +114.2% | +19.1% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling