+4,200.1%
KR vs GSK
+1,657.0%
+2,543.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.7% |
| 7D | -1.3% | -4.2% | +2.9% | -0.2% |
| 30D | +1.5% | -7.5% | +9.0% | +3.6% |
| 3M | -8.5% | -3.3% | -5.2% | -7.8% |
| 6M | -21.9% | -9.3% | -12.6% | -20.1% |
| YTD | -6.9% | +1.6% | -8.5% | -7.8% |
| 1Y | -14.0% | +25.5% | -39.5% | -19.8% |
| 3Y | +30.3% | +49.3% | -19.0% | +13.9% |
| 5Y | +37.7% | +46.7% | -8.9% | +19.3% |
| 10Y | +125.2% | +76.8% | +48.4% | +80.0% |
| All | +4,200.1% | +1,657.0% | +2,543.1% | +1,273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling