+133.4%
KR vs LUMN
-55.8%
+189.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.6% |
| 7D | -0.2% | +2.5% | -2.7% | -0.3% |
| 30D | +5.1% | +10.3% | -5.3% | +4.5% |
| 3M | -8.2% | -18.3% | +10.1% | -7.5% |
| 6M | -18.0% | +4.4% | -22.4% | -18.8% |
| YTD | -4.8% | -10.7% | +5.9% | -5.4% |
| 1Y | -11.0% | +14.0% | -25.0% | -13.6% |
| 3Y | +37.7% | +406.6% | -368.9% | +4.3% |
| 5Y | +52.8% | -36.8% | +89.6% | +58.6% |
| All | +133.4% | -55.8% | +189.2% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling