+52.0%
KR vs HIG
+116.1%
-64.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | -0.2% | -1.5% | +1.3% | +0.2% |
| 30D | +5.1% | -0.4% | +5.4% | +5.1% |
| 3M | -8.2% | +6.7% | -14.8% | -9.6% |
| 6M | -18.0% | +2.0% | -20.0% | -18.4% |
| YTD | -4.8% | +0.3% | -5.1% | -5.1% |
| 1Y | -11.0% | +4.2% | -15.2% | -12.2% |
| 3Y | +37.7% | +102.2% | -64.6% | +13.8% |
| All | +52.0% | +116.1% | -64.1% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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