+36.4%
KR vs FE
+46.0%
-9.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | +0.6% | -1.2% | +1.8% | +1.0% |
| 3M | -9.8% | +1.7% | -11.4% | -10.3% |
| 6M | -22.1% | -7.5% | -14.7% | -20.3% |
| YTD | -8.1% | +6.3% | -14.4% | -10.2% |
| 1Y | -14.7% | +10.9% | -25.5% | -17.9% |
| 3Y | +28.6% | +46.9% | -18.4% | +11.9% |
| 5Y | +36.4% | +47.6% | -11.2% | +16.2% |
| All | +36.4% | +46.0% | -9.6% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling