+133.4%
KR vs HUM
+152.7%
-19.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.5% |
| 7D | -0.2% | +2.1% | -2.2% | -0.3% |
| 30D | +5.1% | +5.4% | -0.3% | +4.7% |
| 3M | -8.2% | +11.4% | -19.6% | -9.0% |
| 6M | -18.0% | +141.5% | -159.5% | -23.5% |
| YTD | -4.8% | +61.2% | -66.0% | -8.4% |
| 1Y | -11.0% | +49.2% | -60.2% | -14.1% |
| 3Y | +37.7% | -9.0% | +46.7% | +37.8% |
| 5Y | +52.8% | +7.2% | +45.6% | +48.8% |
| All | +133.4% | +152.7% | -19.3% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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