+125.2%
KR vs FN
+882.3%
-757.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.4% |
| 7D | -1.3% | +3.5% | -4.8% | -1.3% |
| 30D | +1.5% | -26.0% | +27.5% | +1.8% |
| 3M | -8.5% | -33.3% | +24.7% | -8.1% |
| 6M | -21.9% | -14.9% | -6.9% | -22.2% |
| YTD | -6.9% | -8.6% | +1.7% | -7.6% |
| 1Y | -14.0% | +12.3% | -26.3% | -15.5% |
| 3Y | +30.3% | +174.4% | -144.1% | +18.9% |
| 5Y | +37.7% | +296.4% | -258.7% | +19.9% |
| 10Y | +125.2% | +890.0% | -764.9% | +73.6% |
| All | +125.2% | +882.3% | -757.2% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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