+52.0%
KR vs HUM
+6.5%
+45.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.6% |
| 7D | -0.2% | +2.1% | -2.2% | -0.3% |
| 30D | +5.1% | +5.4% | -0.3% | +4.8% |
| 3M | -8.2% | +11.4% | -19.6% | -8.7% |
| 6M | -18.0% | +141.5% | -159.5% | -21.7% |
| YTD | -4.8% | +61.2% | -66.0% | -6.9% |
| 1Y | -11.0% | +49.2% | -60.2% | -12.8% |
| 3Y | +37.7% | -9.0% | +46.7% | +40.0% |
| All | +52.0% | +6.5% | +45.5% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling