-11.7%
KR vs HWM
+48.6%
-60.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +1.5% | -2.1% | +3.6% | +1.3% |
| 30D | +4.1% | -11.0% | +15.1% | +2.6% |
| 3M | -5.2% | +4.0% | -9.3% | -4.8% |
| 6M | -12.8% | -0.2% | -12.6% | -11.6% |
| YTD | -4.6% | +26.7% | -31.3% | -3.9% |
| 1Y | -11.7% | +44.7% | -56.4% | -9.8% |
| All | -11.7% | +48.6% | -60.3% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling