+41.2%
KR vs GEHC
+4.1%
+37.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.4% |
| 7D | -3.1% | -7.6% | +4.6% | -3.3% |
| 30D | +0.6% | -10.7% | +11.3% | +0.3% |
| 3M | -9.8% | -1.2% | -8.6% | -9.8% |
| 6M | -22.1% | -13.7% | -8.4% | -22.6% |
| YTD | -8.1% | -20.4% | +12.3% | -8.9% |
| 1Y | -14.7% | -17.0% | +2.4% | -15.2% |
| 3Y | +28.6% | +0.9% | +27.6% | +29.0% |
| All | +41.2% | +4.1% | +37.1% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 all: compounded portfolio wealth divided by compounded GEHC 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…
all analysis · Full analysis span regression · 6 months rolling