+52.0%
KR vs JAAA
+26.5%
+25.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | +5.1% | +0.5% | +4.5% | +4.8% |
| 3M | -8.2% | +1.3% | -9.4% | -8.7% |
| 6M | -18.0% | +2.8% | -20.8% | -19.2% |
| YTD | -4.8% | +3.3% | -8.0% | -6.4% |
| 1Y | -11.0% | +4.9% | -16.0% | -13.4% |
| 3Y | +37.7% | +19.0% | +18.7% | +17.9% |
| All | +52.0% | +26.5% | +25.5% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 5y: compounded portfolio wealth divided by compounded JAAA 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…
5y analysis · Full analysis span regression · 6 months rolling