+689.9%
KR vs FN
+3,620.5%
-2,930.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | 0.0% |
| 7D | +1.5% | -1.7% | +3.2% | +1.6% |
| 30D | +4.1% | -22.0% | +26.1% | +4.9% |
| 3M | -5.2% | -43.0% | +37.8% | -3.5% |
| 6M | -12.8% | -27.7% | +15.0% | -12.5% |
| YTD | -4.6% | -10.5% | +5.9% | -5.6% |
| 1Y | -11.7% | +12.5% | -24.2% | -14.0% |
| 3Y | +36.3% | +153.8% | -117.6% | +23.0% |
| 5Y | +40.0% | +288.0% | -248.0% | +20.4% |
| 10Y | +122.2% | +906.4% | -784.2% | +72.8% |
| All | +689.9% | +3,620.5% | -2,930.7% | +434.1% |
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