+48.8%
KR vs M
+13.6%
+35.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +1.1% |
| 7D | -2.7% | -8.8% | +6.1% | -2.3% |
| 30D | +1.9% | -16.4% | +18.3% | +2.7% |
| 3M | -11.0% | -10.8% | -0.2% | -10.6% |
| 6M | -20.2% | +16.1% | -36.3% | -20.8% |
| YTD | -7.3% | -5.3% | -2.0% | -7.2% |
| 1Y | -13.1% | +24.9% | -38.0% | -14.3% |
| 3Y | +29.7% | +97.5% | -67.8% | +21.1% |
| 5Y | +48.8% | +20.4% | +28.4% | +41.6% |
| All | +48.8% | +13.6% | +35.1% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling