-11.7%
KR vs JCI
+37.7%
-49.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.5% |
| 7D | +1.5% | +3.8% | -2.3% | +2.3% |
| 30D | +4.1% | -5.7% | +9.7% | +2.8% |
| 3M | -5.2% | -1.4% | -3.8% | -5.1% |
| 6M | -12.8% | +4.1% | -16.9% | -11.1% |
| YTD | -4.6% | +21.7% | -26.4% | -2.2% |
| 1Y | -11.7% | +36.1% | -47.8% | -8.9% |
| All | -11.7% | +37.7% | -49.4% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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