+133.4%
KR vs HAS
+61.8%
+71.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.7% |
| 7D | -0.2% | -1.1% | +0.9% | -0.1% |
| 30D | +5.1% | -2.8% | +7.9% | +5.1% |
| 3M | -8.2% | +10.1% | -18.2% | -8.4% |
| 6M | -18.0% | -1.4% | -16.6% | -18.0% |
| YTD | -4.8% | +14.2% | -18.9% | -5.1% |
| 1Y | -11.0% | +18.2% | -29.2% | -11.5% |
| 3Y | +37.7% | +48.6% | -10.9% | +35.5% |
| 5Y | +52.8% | +14.2% | +38.6% | +51.0% |
| All | +133.4% | +61.8% | +71.6% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling