-11.0%
KR vs IRM
+22.0%
-33.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.8% |
| 7D | -0.2% | -1.4% | +1.3% | -0.3% |
| 30D | +5.1% | -7.4% | +12.4% | +4.6% |
| 3M | -8.2% | -7.4% | -0.8% | -8.5% |
| 6M | -18.0% | +8.7% | -26.7% | -18.7% |
| YTD | -4.8% | +40.9% | -45.7% | -5.1% |
| 1Y | -11.0% | +20.5% | -31.5% | -10.2% |
| All | -11.0% | +22.0% | -33.1% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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