+52.0%
KR vs GAP
+8.7%
+43.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.6% |
| 7D | -0.2% | -4.1% | +3.9% | -0.1% |
| 30D | +5.1% | +6.2% | -1.2% | +4.9% |
| 3M | -8.2% | -0.7% | -7.5% | -8.2% |
| 6M | -18.0% | -7.1% | -10.9% | -18.0% |
| YTD | -4.8% | -14.1% | +9.3% | -4.8% |
| 1Y | -11.0% | -8.5% | -2.5% | -11.2% |
| 3Y | +37.7% | +115.4% | -77.7% | +28.6% |
| All | +52.0% | +8.7% | +43.3% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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