+134.1%
KR vs HWM
+1,311.7%
-1,177.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | -0.2% | -11.4% | +11.3% | +0.3% |
| 30D | +5.1% | -18.5% | +23.5% | +5.9% |
| 3M | -8.2% | -13.2% | +5.0% | -7.7% |
| 6M | -18.0% | -8.7% | -9.3% | -17.9% |
| YTD | -4.8% | +12.2% | -16.9% | -5.6% |
| 1Y | -11.0% | +24.9% | -35.9% | -12.3% |
| 3Y | +37.7% | +383.9% | -346.3% | +26.0% |
| 5Y | +52.8% | +646.1% | -593.4% | +36.7% |
| All | +134.1% | +1,311.7% | -1,177.6% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling