+133.4%
KR vs FIVE
+491.7%
-358.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.7% |
| 7D | -0.2% | -3.0% | +2.8% | -0.1% |
| 30D | +5.1% | +2.7% | +2.3% | +4.9% |
| 3M | -8.2% | +21.1% | -29.3% | -8.9% |
| 6M | -18.0% | +11.9% | -29.9% | -18.5% |
| YTD | -4.8% | +29.9% | -34.6% | -6.0% |
| 1Y | -11.0% | +67.8% | -78.8% | -13.2% |
| 3Y | +37.7% | +52.8% | -15.1% | +34.7% |
| 5Y | +52.8% | +31.3% | +21.5% | +49.2% |
| All | +133.4% | +491.7% | -358.3% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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