+52.0%
KR vs LYFT
-69.9%
+122.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.0% |
| 3M | -8.2% | +11.7% | -19.9% | -8.0% |
| 6M | -18.0% | +15.1% | -33.1% | -17.8% |
| YTD | -4.8% | -20.9% | +16.1% | -4.8% |
| 1Y | -11.0% | -16.4% | +5.3% | -10.9% |
| 3Y | +37.7% | +35.2% | +2.4% | +38.5% |
| All | +52.0% | -69.9% | +122.0% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling