+4,181.3%
KR vs GIS
+1,410.0%
+2,771.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +2.1% |
| 7D | -2.7% | -8.4% | +5.7% | +0.7% |
| 30D | +1.9% | -5.2% | +7.1% | +3.9% |
| 3M | -11.0% | +8.2% | -19.2% | -14.2% |
| 6M | -20.2% | -12.0% | -8.2% | -16.8% |
| YTD | -7.3% | -18.9% | +11.6% | -0.4% |
| 1Y | -13.1% | -23.6% | +10.5% | -4.6% |
| 3Y | +29.7% | -37.6% | +67.3% | +52.0% |
| 5Y | +48.8% | -25.2% | +74.0% | +61.2% |
| 10Y | +122.8% | -19.3% | +142.1% | +128.1% |
| All | +4,181.3% | +1,410.0% | +2,771.3% | +1,225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling