+159.6%
KR vs GD
+185.2%
-25.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | 0.0% |
| 7D | -0.5% | -3.0% | +2.5% | +0.1% |
| 30D | +10.3% | +9.3% | +1.0% | +8.1% |
| 3M | +20.7% | -7.2% | +27.9% | +22.6% |
| 6M | +4.9% | +5.5% | -0.6% | +3.5% |
| YTD | +10.7% | +9.5% | +1.2% | +8.1% |
| 1Y | +7.2% | +6.4% | +0.7% | +5.2% |
| 3Y | +65.7% | +59.8% | +5.8% | +47.1% |
| 5Y | +80.8% | +98.0% | -17.2% | +53.3% |
| 10Y | +159.6% | +177.4% | -17.8% | +111.3% |
| All | +159.6% | +185.2% | -25.6% | +111.3% |
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