+30.3%
KR vs FIVE
+59.0%
-28.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.3% |
| 7D | -1.3% | +3.7% | -4.9% | -1.1% |
| 30D | +1.5% | +4.0% | -2.4% | +1.7% |
| 3M | -8.5% | +36.2% | -44.8% | -7.1% |
| 6M | -21.9% | +18.0% | -39.9% | -21.1% |
| YTD | -6.9% | +34.9% | -41.8% | -5.3% |
| 1Y | -14.0% | +67.9% | -81.9% | -11.3% |
| 3Y | +30.3% | +57.3% | -27.0% | +39.2% |
| All | +30.3% | +59.0% | -28.7% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling