+801.9%
KR vs LYV
+1,446.8%
-644.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.2% | -1.9% | +1.8% | 0.0% |
| 30D | +5.1% | -8.2% | +13.2% | +5.9% |
| 3M | -8.2% | -1.3% | -6.9% | -8.1% |
| 6M | -18.0% | +2.6% | -20.6% | -18.4% |
| YTD | -4.8% | +19.4% | -24.2% | -6.6% |
| 1Y | -11.0% | -2.2% | -8.8% | -11.2% |
| 3Y | +37.7% | +106.0% | -68.4% | +27.1% |
| 5Y | +52.8% | +97.7% | -44.9% | +39.0% |
| 10Y | +128.8% | +560.5% | -431.7% | +71.2% |
| All | +801.9% | +1,446.8% | -644.9% | +490.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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