+71.4%
KR vs M
+158.0%
-86.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.4% |
| 7D | +4.6% | +7.0% | -2.4% | +4.6% |
| 30D | +12.2% | +8.9% | +3.3% | +12.3% |
| 3M | +24.6% | +4.5% | +20.1% | +24.5% |
| 6M | +8.2% | +36.2% | -28.0% | +9.1% |
| YTD | +15.3% | +15.1% | +0.1% | +15.9% |
| 1Y | +9.8% | +27.4% | -17.7% | +10.6% |
| 3Y | +71.4% | +160.1% | -88.8% | +71.3% |
| All | +71.4% | +158.0% | -86.6% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling