-13.1%
KR vs FE
+11.5%
-24.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.7% | -1.7% | -1.0% | -2.2% |
| 30D | +1.9% | -1.3% | +3.2% | +2.2% |
| 3M | -11.0% | +0.6% | -11.6% | -11.2% |
| 6M | -20.2% | -6.8% | -13.4% | -19.2% |
| YTD | -7.3% | +6.4% | -13.7% | -9.7% |
| 1Y | -13.1% | +11.3% | -24.4% | -17.3% |
| All | -13.1% | +11.5% | -24.6% | -17.3% |
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