+133.4%
KR vs IAG
+427.6%
-294.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.7% |
| 7D | -0.2% | -1.1% | +0.9% | -0.1% |
| 30D | +5.1% | +12.1% | -7.1% | +4.8% |
| 3M | -8.2% | +25.5% | -33.7% | -8.7% |
| 6M | -18.0% | -7.1% | -10.9% | -17.9% |
| YTD | -4.8% | +22.9% | -27.6% | -5.7% |
| 1Y | -11.0% | +83.3% | -94.4% | -13.1% |
| 3Y | +37.7% | +808.5% | -770.9% | +27.0% |
| 5Y | +52.8% | +838.0% | -785.2% | +38.7% |
| All | +133.4% | +427.6% | -294.2% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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