+37.7%
KR vs GIS
-37.5%
+75.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | -0.2% | -6.4% | +6.2% | +1.8% |
| 30D | +5.1% | -6.1% | +11.2% | +6.9% |
| 3M | -8.2% | +7.8% | -16.0% | -10.7% |
| 6M | -18.0% | -8.8% | -9.2% | -16.2% |
| YTD | -4.8% | -19.1% | +14.3% | +0.7% |
| 1Y | -11.0% | -24.8% | +13.7% | -4.1% |
| 3Y | +37.7% | -37.6% | +75.2% | +56.5% |
| All | +37.7% | -37.5% | +75.1% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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