+37.7%
KR vs IT
-49.4%
+87.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.3% | -2.6% | +2.5% |
| 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% | -9.0% |
| 6M | -18.0% | +12.0% | -30.0% | -18.8% |
| YTD | -4.8% | -28.8% | +24.0% | -6.0% |
| 1Y | -11.0% | -25.5% | +14.5% | -12.2% |
| 3Y | +37.7% | -48.8% | +86.4% | +40.1% |
| All | +37.7% | -49.4% | +87.1% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling