+154.6%
KR vs FN
+850.1%
-695.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +1.3% |
| 7D | +0.8% | +8.0% | -7.3% | +0.8% |
| 30D | +11.1% | -19.1% | +30.2% | +11.4% |
| 3M | +24.4% | -29.8% | +54.2% | +24.9% |
| 6M | +8.5% | -43.2% | +51.7% | +9.3% |
| YTD | +13.1% | -18.9% | +32.1% | +12.3% |
| 1Y | +9.3% | -17.9% | +27.2% | +8.3% |
| 3Y | +69.3% | +120.1% | -50.8% | +55.3% |
| 5Y | +83.2% | +206.7% | -123.5% | +60.6% |
| 10Y | +154.6% | +804.7% | -650.1% | +96.0% |
| All | +154.6% | +850.1% | -695.5% | +96.0% |
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