-10.1%
KR vs FRMI
-78.1%
+68.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.8% |
| 7D | -0.2% | +7.4% | -7.6% | 0.0% |
| 30D | +5.1% | -27.6% | +32.7% | +4.4% |
| 3M | -8.2% | -20.9% | +12.7% | -8.6% |
| 6M | -18.0% | -36.6% | +18.6% | -18.3% |
| YTD | -4.8% | -31.3% | +26.5% | -5.1% |
| All | -10.1% | -78.1% | +68.0% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling