+34.0%
KR vs IRM
+98.2%
-64.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | -2.7% | -1.8% | -0.9% | -2.7% |
| 30D | +1.9% | -7.8% | +9.7% | +1.9% |
| 3M | -11.0% | -7.9% | -3.2% | -11.1% |
| 6M | -20.2% | +6.3% | -26.5% | -20.6% |
| YTD | -7.3% | +38.2% | -45.4% | -8.2% |
| 1Y | -13.1% | +19.8% | -32.9% | -13.8% |
| All | +34.0% | +98.2% | -64.1% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling