+52.0%
KR vs IDXX
-26.5%
+78.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | -0.2% | -5.7% | +5.6% | +0.1% |
| 30D | +5.1% | -11.5% | +16.6% | +5.6% |
| 3M | -8.2% | -9.5% | +1.4% | -7.8% |
| 6M | -18.0% | -16.0% | -2.0% | -17.5% |
| YTD | -4.8% | -25.4% | +20.6% | -3.7% |
| 1Y | -11.0% | -21.8% | +10.7% | -10.3% |
| 3Y | +37.7% | +7.0% | +30.6% | +34.9% |
| All | +52.0% | -26.5% | +78.6% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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