+853.7%
KR vs IAG
+378.9%
+474.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.5% | -1.4% |
| 7D | -3.1% | +1.7% | -4.7% | -3.1% |
| 30D | +0.6% | +11.4% | -10.8% | +0.4% |
| 3M | -9.8% | +33.0% | -42.8% | -10.2% |
| 6M | -22.1% | -6.0% | -16.1% | -22.2% |
| YTD | -8.1% | +24.6% | -32.7% | -8.7% |
| 1Y | -14.7% | +105.0% | -119.6% | -16.1% |
| 3Y | +28.6% | +837.9% | -809.3% | +22.5% |
| 5Y | +36.4% | +817.0% | -780.6% | +29.0% |
| 10Y | +120.8% | +425.3% | -304.5% | +108.7% |
| All | +853.7% | +378.9% | +474.9% | +731.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling