+52.0%
KR vs LEN
-11.2%
+63.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.6% |
| 7D | -0.2% | -4.8% | +4.6% | +0.1% |
| 30D | +5.1% | -6.6% | +11.6% | +5.4% |
| 3M | -8.2% | -15.7% | +7.5% | -7.4% |
| 6M | -18.0% | -16.6% | -1.4% | -17.3% |
| YTD | -4.8% | -21.3% | +16.6% | -3.6% |
| 1Y | -11.0% | -42.0% | +31.0% | -8.3% |
| 3Y | +37.7% | -27.9% | +65.6% | +37.0% |
| All | +52.0% | -11.2% | +63.2% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling