-11.0%
KR vs JBL
+47.2%
-58.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.0% | -2.3% | +3.5% |
| 7D | -0.2% | +2.4% | -2.6% | +0.2% |
| 30D | +5.1% | -13.1% | +18.2% | +2.8% |
| 3M | -8.2% | -15.6% | +7.4% | -9.8% |
| 6M | -18.0% | +24.6% | -42.6% | -15.1% |
| YTD | -4.8% | +39.6% | -44.4% | -1.1% |
| 1Y | -11.0% | +48.6% | -59.6% | -7.4% |
| All | -11.0% | +47.2% | -58.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling