+4,297.1%
KR vs HUM
+5,678.7%
-1,381.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.4% |
| 7D | -0.2% | +2.1% | -2.2% | -0.4% |
| 30D | +5.1% | +5.4% | -0.3% | +4.4% |
| 3M | -8.2% | +11.4% | -19.6% | -9.5% |
| 6M | -18.0% | +141.5% | -159.5% | -26.5% |
| YTD | -4.8% | +61.2% | -66.0% | -10.9% |
| 1Y | -11.0% | +49.2% | -60.2% | -16.2% |
| 3Y | +37.7% | -9.0% | +46.7% | +34.9% |
| 5Y | +52.8% | +7.2% | +45.6% | +45.2% |
| 10Y | +128.8% | +152.7% | -23.9% | +90.0% |
| All | +4,297.1% | +5,678.7% | -1,381.6% | +1,777.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling