+37.7%
KR vs IBN
+27.4%
+10.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.7% |
| 7D | -0.2% | -3.0% | +2.8% | -0.2% |
| 30D | +5.1% | -1.5% | +6.6% | +5.0% |
| 3M | -8.2% | +7.9% | -16.1% | -8.0% |
| 6M | -18.0% | +8.6% | -26.6% | -17.7% |
| YTD | -4.8% | -0.6% | -4.2% | -4.3% |
| 1Y | -11.0% | -7.3% | -3.7% | -10.3% |
| 3Y | +37.7% | +26.2% | +11.5% | +38.5% |
| All | +37.7% | +27.4% | +10.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling