+133.4%
KR vs FFIV
+249.4%
-116.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +2.4% |
| 7D | -0.2% | +5.4% | -5.6% | -0.6% |
| 30D | +5.1% | -2.7% | +7.7% | +5.2% |
| 3M | -8.2% | +4.5% | -12.7% | -8.7% |
| 6M | -18.0% | +42.2% | -60.2% | -21.0% |
| YTD | -4.8% | +61.3% | -66.1% | -9.6% |
| 1Y | -11.0% | +23.0% | -34.1% | -13.2% |
| 3Y | +37.7% | +156.3% | -118.6% | +20.7% |
| 5Y | +52.8% | +102.9% | -50.1% | +36.7% |
| All | +133.4% | +249.4% | -116.0% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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