+179.9%
KR vs LYFT
-82.5%
+262.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.7% |
| 7D | -0.2% | -8.4% | +8.2% | -0.3% |
| 30D | +5.1% | -7.6% | +12.7% | +4.9% |
| 3M | -8.2% | +11.7% | -19.9% | -7.9% |
| 6M | -18.0% | +15.1% | -33.1% | -17.7% |
| YTD | -4.8% | -20.9% | +16.1% | -5.0% |
| 1Y | -11.0% | -16.4% | +5.3% | -11.0% |
| 3Y | +37.7% | +35.2% | +2.4% | +39.9% |
| 5Y | +52.8% | -69.4% | +122.1% | +50.5% |
| All | +179.9% | -82.5% | +262.4% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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