+37.7%
KR vs GFS
-19.7%
+57.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.6% | +2.8% |
| 7D | -0.2% | +3.8% | -4.0% | 0.0% |
| 30D | +5.1% | -11.7% | +16.8% | +4.4% |
| 3M | -8.2% | -41.8% | +33.6% | -10.4% |
| 6M | -18.0% | +6.6% | -24.6% | -18.7% |
| YTD | -4.8% | +34.6% | -39.4% | -5.3% |
| 1Y | -11.0% | +46.2% | -57.2% | -11.5% |
| 3Y | +37.7% | -20.3% | +58.0% | +38.7% |
| All | +37.7% | -19.7% | +57.4% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling