+52.0%
KR vs JCI
+111.7%
-59.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.7% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | +5.1% | -4.4% | +9.5% | +5.1% |
| 3M | -8.2% | +1.7% | -9.8% | -8.2% |
| 6M | -18.0% | +8.8% | -26.8% | -18.4% |
| YTD | -4.8% | +22.6% | -27.4% | -6.2% |
| 1Y | -11.0% | +36.2% | -47.2% | -13.1% |
| 3Y | +37.7% | +168.0% | -130.3% | +23.4% |
| All | +52.0% | +111.7% | -59.7% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling