-22.1%
KR vs M
+21.8%
-43.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -1.2% |
| 7D | -3.1% | -4.1% | +1.0% | -2.9% |
| 30D | +0.6% | -13.6% | +14.2% | +0.7% |
| 3M | -9.8% | -2.3% | -7.5% | -8.0% |
| 6M | -22.1% | +21.9% | -44.0% | -15.3% |
| All | -22.1% | +21.8% | -43.9% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling