-11.7%
KR vs M
+46.1%
-57.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | +0.2% |
| 7D | +1.5% | +4.7% | -3.2% | +1.5% |
| 30D | +4.1% | -9.6% | +13.7% | +3.9% |
| 3M | -5.2% | +0.9% | -6.1% | -4.8% |
| 6M | -12.8% | +22.3% | -35.0% | -11.1% |
| YTD | -4.6% | +6.5% | -11.1% | -2.9% |
| 1Y | -11.7% | +38.8% | -50.4% | -10.1% |
| All | -11.7% | +46.1% | -57.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling