+52.0%
KR vs GH
+20.8%
+31.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.0% |
| 3M | -8.2% | +20.2% | -28.4% | -8.0% |
| 6M | -18.0% | +78.8% | -96.8% | -17.5% |
| YTD | -4.8% | +54.1% | -58.9% | -4.3% |
| 1Y | -11.0% | +177.1% | -188.1% | -10.5% |
| 3Y | +37.7% | +371.6% | -334.0% | +36.7% |
| All | +52.0% | +20.8% | +31.2% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling