+127.2%
KR vs HST
+109.4%
+17.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -2.7% | +0.7% | -3.3% | -2.7% |
| 30D | +1.9% | -0.7% | +2.6% | +2.0% |
| 3M | -11.0% | -4.0% | -7.0% | -11.0% |
| 6M | -20.2% | +20.7% | -40.9% | -20.6% |
| YTD | -7.3% | +31.0% | -38.3% | -8.1% |
| 1Y | -13.1% | +36.2% | -49.3% | -14.0% |
| 3Y | +29.7% | +66.6% | -36.9% | +27.3% |
| 5Y | +48.8% | +75.8% | -27.0% | +45.7% |
| All | +127.2% | +109.4% | +17.8% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling