-8.5%
KR vs IT
+6.8%
-15.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.4% | +5.0% | -1.3% |
| 7D | -1.3% | -9.1% | +7.9% | 0.0% |
| 30D | +1.5% | -7.0% | +8.5% | +2.4% |
| 3M | -8.5% | +7.6% | -16.2% | -7.9% |
| All | -8.5% | +6.8% | -15.4% | -7.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling