+1,053.3%
KR vs FE
+563.9%
+489.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +11.3% | +4.3% | +7.0% | +10.2% |
| 3M | +22.3% | +0.4% | +21.9% | +22.2% |
| 6M | +5.8% | +6.9% | -1.2% | +4.0% |
| YTD | +11.7% | +8.0% | +3.7% | +9.4% |
| 1Y | +8.9% | +4.8% | +4.0% | +7.4% |
| 3Y | +67.1% | +49.0% | +18.2% | +50.6% |
| 5Y | +80.0% | +46.2% | +33.8% | +61.9% |
| 10Y | +156.3% | +120.9% | +35.4% | +95.5% |
| All | +1,053.3% | +563.9% | +489.4% | +414.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling