+749.3%
KR vs FIVE
+848.8%
-99.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.5% |
| 7D | +0.5% | +2.4% | -1.9% | +0.4% |
| 30D | +14.9% | +15.8% | -0.9% | +13.9% |
| 3M | +25.4% | +3.8% | +21.6% | +25.0% |
| 6M | +9.3% | +18.5% | -9.2% | +8.0% |
| YTD | +13.7% | +31.2% | -17.6% | +11.4% |
| 1Y | +9.2% | +61.8% | -52.7% | +5.7% |
| 3Y | +70.1% | +39.9% | +30.2% | +64.9% |
| 5Y | +82.5% | +18.3% | +64.2% | +76.8% |
| 10Y | +155.7% | +510.0% | -354.2% | +95.2% |
| All | +749.3% | +848.8% | -99.5% | +506.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling