+133.4%
KR vs FLR
+19.7%
+113.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.7% |
| 7D | -0.2% | -3.5% | +3.3% | -0.1% |
| 30D | +5.1% | +4.2% | +0.9% | +5.0% |
| 3M | -8.2% | +8.1% | -16.2% | -8.4% |
| 6M | -18.0% | +21.5% | -39.5% | -18.5% |
| YTD | -4.8% | +36.8% | -41.5% | -5.7% |
| 1Y | -11.0% | +31.2% | -42.2% | -11.9% |
| 3Y | +37.7% | +53.9% | -16.2% | +34.2% |
| 5Y | +52.8% | +243.0% | -190.3% | +44.1% |
| All | +133.4% | +19.7% | +113.6% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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