+69.0%
KR vs HST
+87.3%
-18.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.4% |
| 7D | +0.5% | +3.6% | -3.1% | +0.8% |
| 30D | +14.9% | +9.9% | +5.0% | +15.6% |
| 3M | +25.4% | +12.9% | +12.4% | +26.3% |
| 6M | +9.3% | +22.9% | -13.5% | +10.8% |
| YTD | +13.7% | +52.4% | -38.7% | +16.2% |
| 1Y | +9.2% | +52.5% | -43.4% | +11.5% |
| All | +69.0% | +87.3% | -18.4% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling