+133.4%
KR vs M
-3.0%
+136.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.7% | -5.0% | +2.2% |
| 7D | -0.2% | -4.2% | +4.0% | +0.1% |
| 30D | +5.1% | -7.2% | +12.2% | +5.5% |
| 3M | -8.2% | -11.1% | +3.0% | -7.5% |
| 6M | -18.0% | +28.8% | -46.8% | -19.6% |
| YTD | -4.8% | +2.0% | -6.8% | -5.3% |
| 1Y | -11.0% | +31.3% | -42.3% | -13.2% |
| 3Y | +37.7% | +119.1% | -81.4% | +26.1% |
| 5Y | +52.8% | +29.7% | +23.1% | +42.6% |
| All | +133.4% | -3.0% | +136.4% | +125.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling