+544.1%
KR vs HDB
+3,694.0%
-3,149.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -2.0% |
| 7D | -1.3% | -2.0% | +0.8% | -1.0% |
| 30D | +1.5% | -4.9% | +6.4% | +2.1% |
| 3M | -8.5% | -2.3% | -6.2% | -8.4% |
| 6M | -21.9% | -23.7% | +1.8% | -19.6% |
| YTD | -6.9% | -38.5% | +31.6% | -1.6% |
| 1Y | -14.0% | -36.5% | +22.5% | -9.6% |
| 3Y | +30.3% | -28.5% | +58.8% | +33.9% |
| 5Y | +37.7% | -37.4% | +75.1% | +42.3% |
| 10Y | +125.2% | +34.0% | +91.1% | +100.3% |
| All | +544.1% | +3,694.0% | -3,149.8% | +301.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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