-14.7%
KR vs GD
+11.5%
-26.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -3.1% | -3.1% | +0.1% | -2.6% |
| 30D | +0.6% | -10.9% | +11.5% | +2.5% |
| 3M | -9.8% | +2.5% | -12.3% | -9.8% |
| 6M | -22.1% | -1.7% | -20.5% | -22.1% |
| YTD | -8.1% | +6.1% | -14.2% | -7.7% |
| 1Y | -14.7% | +11.7% | -26.3% | -13.8% |
| All | -14.7% | +11.5% | -26.1% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling