+127.2%
KR vs LII
+170.6%
-43.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -2.7% | -3.5% | +0.8% | -2.3% |
| 30D | +1.9% | -13.5% | +15.5% | +3.4% |
| 3M | -11.0% | -26.0% | +15.0% | -8.8% |
| 6M | -20.2% | -26.8% | +6.6% | -18.4% |
| YTD | -7.3% | -22.9% | +15.6% | -5.9% |
| 1Y | -13.1% | -32.6% | +19.5% | -10.5% |
| 3Y | +29.7% | -1.3% | +31.0% | +22.7% |
| 5Y | +48.8% | +23.1% | +25.7% | +32.4% |
| All | +127.2% | +170.6% | -43.4% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling