+133.4%
KR vs HUBB
+446.9%
-313.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.6% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +5.1% | -10.0% | +15.0% | +5.9% |
| 3M | -8.2% | -1.6% | -6.6% | -8.3% |
| 6M | -18.0% | -3.1% | -14.9% | -18.3% |
| YTD | -4.8% | +4.6% | -9.4% | -6.0% |
| 1Y | -11.0% | +3.3% | -14.4% | -12.2% |
| 3Y | +37.7% | +46.6% | -8.9% | +27.5% |
| 5Y | +52.8% | +158.7% | -105.9% | +26.9% |
| All | +133.4% | +446.9% | -313.5% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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