-11.0%
KR vs GSK
+21.8%
-32.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.2% | -3.5% | +3.4% | +0.3% |
| 30D | +5.1% | -3.4% | +8.5% | +5.6% |
| 3M | -8.2% | -8.1% | 0.0% | -7.3% |
| 6M | -18.0% | -11.1% | -6.9% | -17.3% |
| YTD | -4.8% | +0.7% | -5.5% | -5.4% |
| 1Y | -11.0% | +20.1% | -31.2% | -12.0% |
| All | -11.0% | +21.8% | -32.8% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling