+66.6%
KR vs GTLB
-50.1%
+116.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.7% |
| 7D | -0.2% | -5.7% | +5.5% | -0.2% |
| 30D | +5.1% | +15.1% | -10.1% | +5.2% |
| 3M | -8.2% | +65.5% | -73.6% | -7.6% |
| 6M | -18.0% | +102.9% | -120.9% | -17.2% |
| YTD | -4.8% | +25.2% | -30.0% | -4.4% |
| 1Y | -11.0% | -5.5% | -5.5% | -10.9% |
| 3Y | +37.7% | -10.9% | +48.5% | +37.9% |
| All | +66.6% | -50.1% | +116.8% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling