+37.7%
KR vs LULU
-75.0%
+112.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.8% |
| 7D | -0.2% | -1.6% | +1.5% | -0.2% |
| 30D | +5.1% | -18.1% | +23.2% | +4.6% |
| 3M | -8.2% | -18.8% | +10.6% | -8.7% |
| 6M | -18.0% | -39.2% | +21.2% | -19.3% |
| YTD | -4.8% | -52.4% | +47.6% | -6.9% |
| 1Y | -11.0% | -40.3% | +29.3% | -12.4% |
| 3Y | +37.7% | -75.1% | +112.8% | +37.5% |
| All | +37.7% | -75.0% | +112.7% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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