+38.9%
KR vs FGI
-69.1%
+107.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.3% |
| 7D | -3.1% | +14.7% | -17.7% | -3.1% |
| 30D | +0.6% | +67.0% | -66.3% | +0.3% |
| 3M | -9.8% | +31.0% | -40.8% | -10.1% |
| 6M | -22.1% | +126.8% | -149.0% | -22.3% |
| YTD | -8.1% | +35.6% | -43.7% | -8.3% |
| 1Y | -14.7% | +108.9% | -123.6% | -15.6% |
| 3Y | +28.6% | -0.3% | +28.8% | +27.1% |
| All | +38.9% | -69.1% | +107.9% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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