+37.7%
KR vs LEN
-27.3%
+65.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.7% |
| 7D | -0.2% | -4.8% | +4.6% | -0.1% |
| 30D | +5.1% | -6.6% | +11.6% | +5.1% |
| 3M | -8.2% | -15.7% | +7.5% | -8.1% |
| 6M | -18.0% | -16.6% | -1.4% | -17.9% |
| YTD | -4.8% | -21.3% | +16.6% | -4.5% |
| 1Y | -11.0% | -42.0% | +31.0% | -10.8% |
| 3Y | +37.7% | -27.9% | +65.6% | +37.6% |
| All | +37.7% | -27.3% | +65.0% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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