+81.0%
KR vs IP
-12.0%
+93.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.5% |
| 7D | +1.4% | -5.1% | +6.5% | +1.7% |
| 30D | +14.3% | +8.5% | +5.7% | +13.8% |
| 3M | +18.9% | -13.8% | +32.8% | +19.8% |
| 6M | +3.8% | +5.7% | -1.9% | +3.5% |
| YTD | +10.2% | -9.1% | +19.3% | +10.8% |
| 1Y | +9.2% | -0.8% | +10.0% | +8.9% |
| 3Y | +60.3% | +14.8% | +45.5% | +47.2% |
| All | +81.0% | -12.0% | +93.0% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling