+638.9%
KR vs HBM
+649.7%
-10.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -3.1% | +5.5% | -8.6% | -3.2% |
| 30D | +0.6% | +3.3% | -2.7% | +0.5% |
| 3M | -9.8% | +12.7% | -22.4% | -10.2% |
| 6M | -22.1% | +28.2% | -50.3% | -23.1% |
| YTD | -8.1% | +45.3% | -53.4% | -9.8% |
| 1Y | -14.7% | +121.7% | -136.4% | -17.6% |
| 3Y | +28.6% | +523.5% | -495.0% | +17.6% |
| 5Y | +36.4% | +393.9% | -357.5% | +24.2% |
| 10Y | +120.8% | +647.9% | -527.1% | +87.2% |
| All | +638.9% | +649.7% | -10.8% | +506.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling