-13.5%
KR vs FGI
+88.8%
-102.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.4% |
| 7D | -1.3% | +5.2% | -6.4% | -1.3% |
| 30D | +1.5% | +65.2% | -63.7% | +1.7% |
| 3M | -8.5% | +30.2% | -38.7% | -8.5% |
| 6M | -21.9% | +87.8% | -109.7% | -20.7% |
| YTD | -6.9% | +32.5% | -39.3% | -5.8% |
| All | -13.5% | +88.8% | -102.3% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling