+52.0%
KR vs JBL
+409.3%
-357.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.0% | -2.3% | +2.9% |
| 7D | -0.2% | +2.4% | -2.6% | -0.1% |
| 30D | +5.1% | -13.1% | +18.2% | +4.6% |
| 3M | -8.2% | -15.6% | +7.4% | -8.4% |
| 6M | -18.0% | +24.6% | -42.6% | -17.9% |
| YTD | -4.8% | +39.6% | -44.4% | -4.8% |
| 1Y | -11.0% | +48.6% | -59.6% | -11.2% |
| 3Y | +37.7% | +197.3% | -159.6% | +32.5% |
| All | +52.0% | +409.3% | -357.3% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling