+3,238.5%
KR vs IT
+5,878.5%
-2,640.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.3% | -2.6% | +2.1% |
| 7D | -0.2% | -3.7% | +3.5% | +0.2% |
| 30D | +5.1% | +0.1% | +5.0% | +5.0% |
| 3M | -8.2% | +20.7% | -28.8% | -10.5% |
| 6M | -18.0% | +12.0% | -30.0% | -19.7% |
| YTD | -4.8% | -28.8% | +24.0% | -2.5% |
| 1Y | -11.0% | -25.5% | +14.5% | -9.6% |
| 3Y | +37.7% | -48.8% | +86.4% | +43.8% |
| 5Y | +52.8% | -42.7% | +95.5% | +56.0% |
| 10Y | +128.8% | +102.5% | +26.3% | +95.2% |
| All | +3,238.5% | +5,878.5% | -2,640.0% | +1,982.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling