+125.2%
KR vs GD
+189.7%
-64.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -1.3% | -3.5% | +2.2% | -0.5% |
| 30D | +1.5% | -9.0% | +10.6% | +3.6% |
| 3M | -8.5% | +5.1% | -13.6% | -9.6% |
| 6M | -21.9% | -1.0% | -20.9% | -21.9% |
| YTD | -6.9% | +7.3% | -14.2% | -8.6% |
| 1Y | -14.0% | +12.4% | -26.4% | -16.6% |
| 3Y | +30.3% | +73.7% | -43.4% | +13.4% |
| 5Y | +37.7% | +93.8% | -56.0% | +17.3% |
| 10Y | +125.2% | +190.6% | -65.4% | +75.8% |
| All | +125.2% | +189.7% | -64.5% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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