+141.5%
KR vs GH
+467.1%
-325.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.7% |
| 7D | -0.2% | -2.5% | +2.3% | -0.2% |
| 30D | +5.1% | -4.7% | +9.7% | +5.1% |
| 3M | -8.2% | +20.2% | -28.4% | -8.3% |
| 6M | -18.0% | +78.8% | -96.8% | -18.4% |
| YTD | -4.8% | +54.1% | -58.9% | -5.2% |
| 1Y | -11.0% | +177.1% | -188.1% | -12.1% |
| 3Y | +37.7% | +371.6% | -334.0% | +33.2% |
| 5Y | +52.8% | +21.9% | +30.9% | +51.3% |
| All | +141.5% | +467.1% | -325.6% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling