+52.0%
KR vs INDA
+5.7%
+46.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.7% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | +5.1% | -2.8% | +7.8% | +5.1% |
| 3M | -8.2% | +1.6% | -9.8% | -8.2% |
| 6M | -18.0% | -1.4% | -16.6% | -17.9% |
| YTD | -4.8% | -10.1% | +5.4% | -4.1% |
| 1Y | -11.0% | -8.8% | -2.3% | -10.5% |
| 3Y | +37.7% | +7.6% | +30.1% | +37.1% |
| All | +52.0% | +5.7% | +46.4% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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