+1,645.4%
KR vs HIG
+987.6%
+657.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | +0.6% | -2.8% | +3.4% | +0.9% |
| 3M | -9.8% | +6.3% | -16.1% | -10.4% |
| 6M | -22.1% | -0.1% | -22.0% | -22.1% |
| YTD | -8.1% | +0.4% | -8.5% | -8.2% |
| 1Y | -14.7% | +6.2% | -20.9% | -15.3% |
| 3Y | +28.6% | +101.6% | -73.1% | +18.6% |
| 5Y | +36.4% | +119.8% | -83.5% | +24.1% |
| 10Y | +120.8% | +311.7% | -191.0% | +81.9% |
| All | +1,645.4% | +987.6% | +657.8% | +852.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling