+65.7%
KR vs FN
+112.9%
-47.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.9% | -11.4% | +1.4% |
| 7D | -0.5% | +16.3% | -16.8% | +1.0% |
| 30D | +10.3% | -24.7% | +35.1% | +9.0% |
| 3M | +20.7% | -34.9% | +55.6% | +18.6% |
| 6M | +4.9% | -41.1% | +46.0% | +3.2% |
| YTD | +10.7% | -19.6% | +30.4% | +11.4% |
| 1Y | +7.2% | -18.5% | +25.7% | +8.1% |
| 3Y | +65.7% | +119.1% | -53.4% | +70.5% |
| All | +65.7% | +112.9% | -47.2% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling