-14.0%
KR vs IP
-21.3%
+7.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +1.5% | -11.2% | +12.8% | +1.8% |
| 3M | -8.5% | +12.3% | -20.8% | -8.4% |
| 6M | -21.9% | -5.2% | -16.6% | -20.3% |
| YTD | -6.9% | -4.0% | -2.9% | -5.7% |
| 1Y | -14.0% | -19.2% | +5.2% | -9.6% |
| All | -14.0% | -21.3% | +7.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling