-11.7%
KR vs GTLB
+14.4%
-26.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.2% |
| 7D | +1.5% | +11.1% | -9.5% | +1.7% |
| 30D | +4.1% | +37.8% | -33.7% | +4.6% |
| 3M | -5.2% | +61.6% | -66.8% | -4.7% |
| 6M | -12.8% | +98.9% | -111.7% | -11.7% |
| YTD | -4.6% | +32.8% | -37.4% | -5.0% |
| 1Y | -11.7% | +14.7% | -26.3% | -12.7% |
| All | -11.7% | +14.4% | -26.1% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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