+52.0%
KR vs FTV
-2.3%
+54.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | -0.2% | -4.0% | +3.8% | 0.0% |
| 30D | +5.1% | -11.0% | +16.1% | +5.5% |
| 3M | -8.2% | -8.4% | +0.3% | -7.9% |
| 6M | -18.0% | -2.6% | -15.4% | -18.0% |
| YTD | -4.8% | -0.6% | -4.2% | -5.0% |
| 1Y | -11.0% | +11.0% | -22.0% | -11.5% |
| 3Y | +37.7% | -6.3% | +44.0% | +37.9% |
| All | +52.0% | -2.3% | +54.3% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling