+147.5%
KR vs FE
+123.7%
+23.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | +14.9% | +3.9% | +11.1% | +14.2% |
| 3M | +25.4% | -0.1% | +25.5% | +25.4% |
| 6M | +9.3% | +6.1% | +3.3% | +8.2% |
| YTD | +13.7% | +8.1% | +5.6% | +12.0% |
| 1Y | +9.2% | +4.4% | +4.7% | +8.2% |
| 3Y | +70.1% | +49.0% | +21.1% | +58.6% |
| 5Y | +82.5% | +46.1% | +36.3% | +70.3% |
| All | +147.5% | +123.7% | +23.8% | +116.7% |
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