+37.7%
KR vs LVS
-7.9%
+45.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | -0.2% | -3.5% | +3.3% | -0.2% |
| 30D | +5.1% | -6.2% | +11.3% | +5.0% |
| 3M | -8.2% | -14.8% | +6.7% | -8.5% |
| 6M | -18.0% | -20.9% | +2.9% | -18.4% |
| YTD | -4.8% | -33.0% | +28.3% | -5.3% |
| 1Y | -11.0% | -20.0% | +9.0% | -11.3% |
| 3Y | +37.7% | -6.9% | +44.6% | +37.6% |
| All | +37.7% | -7.9% | +45.5% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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