+37.6%
KR vs FGI
-5.3%
+42.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | +0.1% |
| 7D | +1.5% | +0.5% | +1.0% | +1.5% |
| 30D | +4.1% | +65.4% | -61.3% | +4.1% |
| 3M | -5.2% | +23.5% | -28.7% | -5.3% |
| 6M | -12.8% | +60.5% | -73.3% | -12.4% |
| YTD | -4.6% | +30.0% | -34.6% | -4.2% |
| 1Y | -11.7% | +82.1% | -93.7% | -11.4% |
| All | +37.6% | -5.3% | +42.9% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling