+42.0%
KR vs IP
-17.2%
+59.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | +1.5% | -5.3% | +6.8% | +1.8% |
| 30D | +4.1% | -10.9% | +14.9% | +4.7% |
| 3M | -5.2% | +11.2% | -16.4% | -5.8% |
| 6M | -12.8% | -10.2% | -2.6% | -12.0% |
| YTD | -4.6% | -2.0% | -2.6% | -4.5% |
| 1Y | -11.7% | -19.1% | +7.4% | -10.4% |
| 3Y | +36.3% | +20.9% | +15.4% | +25.0% |
| All | +42.0% | -17.2% | +59.2% | +43.6% |
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 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