+10.6%
KR vs FRMI
-93.1%
+103.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -10.6% | +13.8% | +2.7% |
| 7D | +6.1% | -39.7% | +45.8% | +3.6% |
| 30D | +17.3% | -55.2% | +72.5% | +13.6% |
| 3M | +20.2% | -71.2% | +91.3% | +15.0% |
| 6M | +3.3% | -64.1% | +67.4% | -1.2% |
| YTD | +12.3% | -77.2% | +89.5% | +7.4% |
| 1Y | +10.6% | -93.2% | +103.8% | +4.7% |
| All | +10.6% | -93.1% | +103.7% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling