+59.6%
KR vs LUNR
+48.7%
+10.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +2.7% |
| 7D | -0.2% | -3.1% | +2.9% | -0.2% |
| 30D | +5.1% | -15.3% | +20.4% | +5.0% |
| 3M | -8.2% | -53.2% | +45.0% | -8.4% |
| 6M | -18.0% | -22.2% | +4.2% | -18.0% |
| YTD | -4.8% | -11.6% | +6.8% | -4.7% |
| 1Y | -11.0% | +68.4% | -79.5% | -10.7% |
| 3Y | +37.7% | +216.8% | -179.1% | +38.0% |
| All | +59.6% | +48.7% | +10.9% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling