-20.2%
KR vs LUNR
-19.0%
-1.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.8% |
| 7D | -2.7% | -0.5% | -2.1% | -2.7% |
| 30D | +1.9% | -11.3% | +13.2% | +1.4% |
| 3M | -11.0% | -44.9% | +33.9% | -12.4% |
| 6M | -20.2% | -17.3% | -2.9% | -18.3% |
| All | -20.2% | -19.0% | -1.2% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 6mo: compounded portfolio wealth divided by compounded LUNR 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…
6mo analysis · Full analysis span regression · 6 months rolling