+462.6%
KR vs FFIV
+7,675.2%
-7,212.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | -2.7% | +1.6% | -4.3% | -2.8% |
| 30D | +1.9% | -3.7% | +5.7% | +2.1% |
| 3M | -11.0% | +2.0% | -13.0% | -11.2% |
| 6M | -20.2% | +39.3% | -59.5% | -21.7% |
| YTD | -7.3% | +56.1% | -63.4% | -9.7% |
| 1Y | -13.1% | +22.0% | -35.1% | -14.4% |
| 3Y | +29.7% | +148.2% | -118.5% | +22.5% |
| 5Y | +48.8% | +96.3% | -47.6% | +41.7% |
| 10Y | +122.8% | +237.6% | -114.8% | +104.6% |
| All | +462.6% | +7,675.2% | -7,212.6% | +339.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling