+541.9%
KR vs LII
+3,124.4%
-2,582.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | 0.0% |
| 7D | +1.5% | -0.7% | +2.2% | +1.6% |
| 30D | +4.1% | -12.6% | +16.7% | +6.2% |
| 3M | -5.2% | -24.4% | +19.2% | -1.8% |
| 6M | -12.8% | -28.7% | +15.9% | -9.3% |
| YTD | -4.6% | -19.1% | +14.5% | -2.9% |
| 1Y | -11.7% | -29.7% | +18.0% | -8.4% |
| 3Y | +36.3% | +4.8% | +31.5% | +29.4% |
| 5Y | +40.0% | +24.6% | +15.4% | +27.0% |
| 10Y | +122.2% | +169.2% | -47.0% | +72.3% |
| All | +541.9% | +3,124.4% | -2,582.5% | +212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling