+529.9%
KR vs FLR
+571.1%
-41.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -2.7% | -6.9% | +4.2% | -2.1% |
| 30D | +1.9% | +1.1% | +0.8% | +1.8% |
| 3M | -11.0% | +14.3% | -25.4% | -12.4% |
| 6M | -20.2% | +19.1% | -39.3% | -22.1% |
| YTD | -7.3% | +35.1% | -42.4% | -10.7% |
| 1Y | -13.1% | +29.5% | -42.6% | -16.3% |
| 3Y | +29.7% | +53.0% | -23.3% | +19.9% |
| 5Y | +48.8% | +238.9% | -190.2% | +24.5% |
| 10Y | +122.8% | +17.4% | +105.4% | +96.5% |
| All | +529.9% | +571.1% | -41.2% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling