+37.7%
KR vs FLR
+54.2%
-16.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.8% |
| 7D | -0.2% | -3.5% | +3.3% | -0.5% |
| 30D | +5.1% | +4.2% | +0.9% | +5.5% |
| 3M | -8.2% | +8.1% | -16.2% | -7.2% |
| 6M | -18.0% | +21.5% | -39.5% | -16.3% |
| YTD | -4.8% | +36.8% | -41.5% | -2.4% |
| 1Y | -11.0% | +31.2% | -42.2% | -8.9% |
| 3Y | +37.7% | +53.9% | -16.2% | +37.2% |
| All | +37.7% | +54.2% | -16.5% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling