+81.0%
KR vs GD
+94.5%
-13.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -2.3% |
| 7D | +1.4% | -5.0% | +6.4% | +2.9% |
| 30D | +14.3% | +8.9% | +5.3% | +11.3% |
| 3M | +18.9% | -8.0% | +27.0% | +21.7% |
| 6M | +3.8% | +2.9% | +0.9% | +2.7% |
| YTD | +10.2% | +7.1% | +3.2% | +7.4% |
| 1Y | +9.2% | +5.9% | +3.2% | +6.6% |
| 3Y | +60.3% | +53.9% | +6.4% | +34.0% |
| All | +81.0% | +94.5% | -13.6% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling