+664.8%
KR vs LII
+2,784.8%
-2,119.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | +0.5% | -0.2% | +0.8% | +0.6% |
| 30D | +14.9% | -0.6% | +15.5% | +14.9% |
| 3M | +25.4% | -17.0% | +42.4% | +28.8% |
| 6M | +9.3% | -31.1% | +40.5% | +14.6% |
| YTD | +13.7% | -27.7% | +41.3% | +17.5% |
| 1Y | +9.2% | -26.2% | +35.3% | +12.4% |
| 3Y | +70.1% | -9.6% | +79.7% | +65.3% |
| 5Y | +82.5% | +15.7% | +66.8% | +67.1% |
| 10Y | +155.7% | +166.9% | -11.1% | +98.0% |
| All | +664.8% | +2,784.8% | -2,119.9% | +277.7% |
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 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