+4,297.1%
KR vs ITW
+9,520.7%
-5,223.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.4% |
| 7D | -0.2% | -0.7% | +0.6% | 0.0% |
| 30D | +5.1% | -8.3% | +13.4% | +7.7% |
| 3M | -8.2% | +6.0% | -14.2% | -9.8% |
| 6M | -18.0% | 0.0% | -18.0% | -18.3% |
| YTD | -4.8% | +10.2% | -15.0% | -7.9% |
| 1Y | -11.0% | +3.2% | -14.2% | -12.4% |
| 3Y | +37.7% | +21.0% | +16.7% | +27.9% |
| 5Y | +52.8% | +37.9% | +14.9% | +35.1% |
| 10Y | +128.8% | +193.2% | -64.4% | +53.7% |
| All | +4,297.1% | +9,520.7% | -5,223.6% | +729.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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