+30.3%
KR vs LII
+2.8%
+27.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.4% |
| 7D | -1.3% | +2.1% | -3.4% | -1.2% |
| 30D | +1.5% | -12.4% | +13.9% | +1.1% |
| 3M | -8.5% | -24.8% | +16.3% | -9.3% |
| 6M | -21.9% | -25.2% | +3.3% | -22.3% |
| YTD | -6.9% | -20.3% | +13.4% | -7.4% |
| 1Y | -14.0% | -32.9% | +19.0% | -14.5% |
| 3Y | +30.3% | +2.0% | +28.3% | +25.7% |
| All | +30.3% | +2.8% | +27.5% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling