+133.4%
KR vs FWONK
+340.2%
-206.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +5.1% | -7.7% | +12.8% | +5.6% |
| 3M | -8.2% | +5.7% | -13.9% | -8.5% |
| 6M | -18.0% | +13.5% | -31.5% | -18.7% |
| YTD | -4.8% | -3.0% | -1.8% | -4.7% |
| 1Y | -11.0% | -6.4% | -4.6% | -10.8% |
| 3Y | +37.7% | +43.8% | -6.2% | +33.5% |
| 5Y | +52.8% | +98.6% | -45.8% | +44.5% |
| All | +133.4% | +340.2% | -206.8% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling