+37.7%
KR vs JCI
+165.4%
-127.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.8% |
| 7D | -0.2% | +0.7% | -0.9% | -0.1% |
| 30D | +5.1% | -4.4% | +9.5% | +4.8% |
| 3M | -8.2% | +1.7% | -9.8% | -8.0% |
| 6M | -18.0% | +8.8% | -26.8% | -17.7% |
| YTD | -4.8% | +22.6% | -27.4% | -4.8% |
| 1Y | -11.0% | +36.2% | -47.2% | -11.3% |
| 3Y | +37.7% | +168.0% | -130.3% | +26.9% |
| All | +37.7% | +165.4% | -127.7% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling