+52.0%
KR vs GFI
+538.3%
-486.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.7% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | +5.1% | +13.2% | -8.2% | +4.7% |
| 3M | -8.2% | +28.5% | -36.6% | -8.9% |
| 6M | -18.0% | -6.2% | -11.8% | -17.9% |
| YTD | -4.8% | +8.7% | -13.5% | -5.6% |
| 1Y | -11.0% | +24.8% | -35.9% | -12.6% |
| 3Y | +37.7% | +298.0% | -260.4% | +27.3% |
| All | +52.0% | +538.3% | -486.2% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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