+52.0%
KR vs FLR
+238.1%
-186.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.7% |
| 7D | -0.2% | -3.5% | +3.3% | -0.2% |
| 30D | +5.1% | +4.2% | +0.9% | +5.1% |
| 3M | -8.2% | +8.1% | -16.2% | -8.0% |
| 6M | -18.0% | +21.5% | -39.5% | -17.8% |
| YTD | -4.8% | +36.8% | -41.5% | -4.9% |
| 1Y | -11.0% | +31.2% | -42.2% | -11.2% |
| 3Y | +37.7% | +53.9% | -16.2% | +33.2% |
| All | +52.0% | +238.1% | -186.1% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling