+816.9%
KR vs FN
+3,241.9%
-2,425.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.9% | -11.4% | +0.1% |
| 7D | -0.5% | +16.3% | -16.8% | -1.1% |
| 30D | +10.3% | -24.7% | +35.1% | +11.2% |
| 3M | +20.7% | -34.9% | +55.6% | +22.1% |
| 6M | +4.9% | -41.1% | +46.0% | +6.1% |
| YTD | +10.7% | -19.6% | +30.4% | +9.7% |
| 1Y | +7.2% | -18.5% | +25.7% | +5.8% |
| 3Y | +65.7% | +119.1% | -53.4% | +50.3% |
| 5Y | +80.8% | +206.9% | -126.2% | +57.4% |
| 10Y | +159.6% | +826.4% | -666.8% | +102.1% |
| All | +816.9% | +3,241.9% | -2,425.0% | +520.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling