+52.0%
KR vs HWM
+638.1%
-586.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | -0.2% | -11.4% | +11.3% | +0.5% |
| 30D | +5.1% | -18.5% | +23.5% | +6.2% |
| 3M | -8.2% | -13.2% | +5.0% | -7.5% |
| 6M | -18.0% | -8.7% | -9.3% | -17.8% |
| YTD | -4.8% | +12.2% | -16.9% | -6.4% |
| 1Y | -11.0% | +24.9% | -35.9% | -13.5% |
| 3Y | +37.7% | +383.9% | -346.3% | +11.1% |
| All | +52.0% | +638.1% | -586.1% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling