+52.0%
KR vs HBM
+327.6%
-275.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.7% |
| 7D | -0.2% | -3.3% | +3.1% | -0.2% |
| 30D | +5.1% | -4.8% | +9.9% | +5.0% |
| 3M | -8.2% | -0.4% | -7.7% | -8.0% |
| 6M | -18.0% | +17.9% | -35.9% | -17.8% |
| YTD | -4.8% | +33.7% | -38.5% | -4.8% |
| 1Y | -11.0% | +95.6% | -106.6% | -11.5% |
| 3Y | +37.7% | +458.1% | -420.5% | +30.8% |
| All | +52.0% | +327.6% | -275.6% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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