-13.5%
KR vs FN
+12.3%
-25.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.2% |
| 7D | -1.3% | +3.5% | -4.8% | -1.0% |
| 30D | +1.5% | -26.0% | +27.5% | -0.8% |
| 3M | -8.5% | -33.3% | +24.7% | -10.7% |
| 6M | -21.9% | -14.9% | -6.9% | -21.3% |
| YTD | -6.9% | -8.6% | +1.7% | -5.2% |
| All | -13.5% | +12.3% | -25.8% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling