+824.8%
KR vs FN
+3,082.8%
-2,258.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.6% | +1.0% |
| 7D | +2.7% | -4.1% | +6.8% | +2.7% |
| 30D | +11.3% | -28.3% | +39.6% | +12.3% |
| 3M | +22.3% | -33.9% | +56.2% | +23.5% |
| 6M | +5.8% | -43.9% | +49.7% | +7.2% |
| YTD | +11.7% | -23.4% | +35.1% | +10.8% |
| 1Y | +8.9% | -25.4% | +34.3% | +7.9% |
| 3Y | +67.1% | +107.9% | -40.8% | +51.8% |
| 5Y | +80.0% | +195.1% | -115.0% | +56.8% |
| 10Y | +156.3% | +794.1% | -637.8% | +99.6% |
| All | +824.8% | +3,082.8% | -2,258.0% | +526.6% |
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