+7.9%
KR vs LUMN
-60.4%
+68.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.3% | -7.8% | +1.1% |
| 7D | -0.5% | -10.6% | +10.0% | -1.4% |
| 30D | +10.3% | -18.2% | +28.5% | +8.8% |
| 3M | +20.7% | -30.8% | +51.5% | +17.9% |
| 6M | +4.9% | -49.1% | +53.9% | +0.6% |
| YTD | +10.7% | -44.4% | +55.1% | +6.0% |
| All | +7.9% | -60.4% | +68.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling