+36.4%
KR vs HST
+75.9%
-39.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -3.1% | -0.3% | -2.7% | -3.0% |
| 30D | +0.6% | -2.8% | +3.4% | +0.7% |
| 3M | -9.8% | -6.5% | -3.3% | -9.6% |
| 6M | -22.1% | +20.7% | -42.9% | -22.9% |
| YTD | -8.1% | +30.5% | -38.6% | -9.5% |
| 1Y | -14.7% | +36.8% | -51.4% | -16.2% |
| 3Y | +28.6% | +65.9% | -37.3% | +23.7% |
| 5Y | +36.4% | +73.9% | -37.5% | +29.5% |
| All | +36.4% | +75.9% | -39.5% | +29.5% |
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 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