+832.5%
KR vs LVS
+65.2%
+767.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.3% |
| 7D | -3.1% | -2.7% | -0.3% | -2.9% |
| 30D | +0.6% | -4.7% | +5.3% | +0.9% |
| 3M | -9.8% | -15.6% | +5.8% | -9.0% |
| 6M | -22.1% | -18.6% | -3.5% | -21.4% |
| YTD | -8.1% | -32.3% | +24.2% | -6.5% |
| 1Y | -14.7% | -18.0% | +3.4% | -14.1% |
| 3Y | +28.6% | -5.8% | +34.4% | +27.7% |
| 5Y | +36.4% | +5.7% | +30.6% | +32.9% |
| 10Y | +120.8% | 0.0% | +120.8% | +110.8% |
| All | +832.5% | +65.2% | +767.2% | +745.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling