-15.7%
KR vs GLXY
+7.0%
-22.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.0% | +5.7% | -1.8% |
| 7D | -3.1% | +4.5% | -7.6% | -2.7% |
| 30D | +0.6% | +28.8% | -28.2% | +2.5% |
| 3M | -9.8% | -23.0% | +13.3% | -10.4% |
| 6M | -22.1% | +17.0% | -39.1% | -20.7% |
| YTD | -8.1% | +12.5% | -20.6% | -6.2% |
| 1Y | -14.7% | -5.4% | -9.3% | -13.2% |
| All | -15.7% | +7.0% | -22.8% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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