+4,297.1%
KR vs GFI
+650.5%
+3,646.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.7% |
| 7D | -0.2% | -4.9% | +4.7% | -0.1% |
| 30D | +5.1% | +10.7% | -5.7% | +5.0% |
| 3M | -8.2% | +25.6% | -33.8% | -8.3% |
| 6M | -18.0% | -8.3% | -9.7% | -18.0% |
| YTD | -4.8% | +6.3% | -11.1% | -4.9% |
| 1Y | -11.0% | +22.1% | -33.1% | -11.3% |
| 3Y | +37.7% | +289.2% | -251.5% | +36.2% |
| 5Y | +52.8% | +531.7% | -478.9% | +50.8% |
| 10Y | +128.8% | +1,043.8% | -915.0% | +126.0% |
| All | +4,297.1% | +650.5% | +3,646.6% | +4,661.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling