-11.0%
KR vs M
+34.0%
-45.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.7% | -5.0% | +2.6% |
| 7D | -0.2% | -4.2% | +4.0% | -0.3% |
| 30D | +5.1% | -7.2% | +12.2% | +4.9% |
| 3M | -8.2% | -11.1% | +3.0% | -8.3% |
| 6M | -18.0% | +28.8% | -46.8% | -16.3% |
| YTD | -4.8% | +2.0% | -6.8% | -3.1% |
| 1Y | -11.0% | +31.3% | -42.3% | -8.8% |
| All | -11.0% | +34.0% | -45.0% | -8.8% |
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 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