+42.0%
KR vs FN
+289.0%
-247.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | +0.2% |
| 7D | +1.5% | -1.7% | +3.2% | +1.5% |
| 30D | +4.1% | -22.0% | +26.1% | +3.4% |
| 3M | -5.2% | -43.0% | +37.8% | -6.3% |
| 6M | -12.8% | -27.7% | +15.0% | -13.1% |
| YTD | -4.6% | -10.5% | +5.9% | -4.7% |
| 1Y | -11.7% | +12.5% | -24.2% | -11.6% |
| 3Y | +36.3% | +153.8% | -117.5% | +32.9% |
| All | +42.0% | +289.0% | -247.0% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling