+59.9%
KR vs GFS
-2.1%
+62.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.7% | +3.2% | -5.9% | -2.6% |
| 30D | +1.9% | -9.6% | +11.5% | +1.9% |
| 3M | -11.0% | -38.5% | +27.4% | -11.3% |
| 6M | -20.2% | -1.3% | -18.9% | -21.1% |
| YTD | -7.3% | +31.8% | -39.1% | -9.0% |
| 1Y | -13.1% | +44.6% | -57.7% | -15.0% |
| 3Y | +29.7% | -20.6% | +50.4% | +29.2% |
| All | +59.9% | -2.1% | +62.0% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling