+37.7%
KR vs FTI
+267.9%
-230.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.7% |
| 7D | -0.2% | -4.4% | +4.2% | -0.1% |
| 30D | +5.1% | +1.5% | +3.6% | +5.0% |
| 3M | -8.2% | +8.2% | -16.4% | -8.3% |
| 6M | -18.0% | +18.8% | -36.8% | -18.3% |
| YTD | -4.8% | +71.7% | -76.5% | -6.2% |
| 1Y | -11.0% | +90.0% | -101.1% | -12.6% |
| 3Y | +37.7% | +270.5% | -232.8% | +27.0% |
| All | +37.7% | +267.9% | -230.2% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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