+151.0%
KR vs M
-7.1%
+158.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | +4.6% | +7.0% | -2.4% | +4.1% |
| 30D | +12.2% | +8.9% | +3.3% | +11.5% |
| 3M | +24.6% | +4.5% | +20.1% | +24.1% |
| 6M | +8.2% | +36.2% | -28.0% | +5.7% |
| YTD | +15.3% | +15.1% | +0.1% | +13.7% |
| 1Y | +9.8% | +27.4% | -17.7% | +7.4% |
| 3Y | +71.4% | +160.1% | -88.8% | +55.1% |
| 5Y | +85.1% | -1.6% | +86.6% | +77.5% |
| All | +151.0% | -7.1% | +158.1% | +141.1% |
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 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