+82.5%
KR vs HST
+83.0%
-0.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +0.5% | +3.6% | -3.1% | +0.4% |
| 30D | +14.9% | +9.9% | +5.0% | +14.5% |
| 3M | +25.4% | +12.9% | +12.4% | +24.8% |
| 6M | +9.3% | +22.9% | -13.5% | +8.5% |
| YTD | +13.7% | +52.4% | -38.7% | +11.4% |
| 1Y | +9.2% | +52.5% | -43.4% | +7.0% |
| 3Y | +70.1% | +87.4% | -17.4% | +63.6% |
| 5Y | +82.5% | +82.9% | -0.5% | +85.8% |
| All | +82.5% | +83.0% | -0.6% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling