+5,222.5%
KR vs HST
+1,569.3%
+3,653.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +4.6% | +3.6% | +1.0% | +4.1% |
| 30D | +12.2% | +11.2% | +1.0% | +10.5% |
| 3M | +24.6% | +13.1% | +11.5% | +22.4% |
| 6M | +8.2% | +23.9% | -15.7% | +4.8% |
| YTD | +15.3% | +52.3% | -37.0% | +8.2% |
| 1Y | +9.8% | +56.7% | -46.9% | +2.6% |
| 3Y | +71.4% | +87.5% | -16.2% | +54.4% |
| 5Y | +85.1% | +82.8% | +2.3% | +64.6% |
| 10Y | +159.4% | +134.6% | +24.8% | +110.3% |
| All | +5,222.5% | +1,569.3% | +3,653.2% | +2,477.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling