+133.4%
KR vs IT
+103.1%
+30.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.3% | -2.6% | +2.3% |
| 7D | -0.2% | -3.7% | +3.5% | +0.1% |
| 30D | +5.1% | +0.1% | +5.0% | +5.0% |
| 3M | -8.2% | +20.7% | -28.8% | -9.6% |
| 6M | -18.0% | +12.0% | -30.0% | -19.1% |
| YTD | -4.8% | -28.8% | +24.0% | -3.7% |
| 1Y | -11.0% | -25.5% | +14.5% | -10.4% |
| 3Y | +37.7% | -48.8% | +86.4% | +41.3% |
| 5Y | +52.8% | -42.7% | +95.5% | +53.9% |
| All | +133.4% | +103.1% | +30.3% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling