+3,441.0%
KR vs M
+396.5%
+3,044.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.2% |
| 7D | +1.5% | +4.7% | -3.2% | +0.9% |
| 30D | +4.1% | -9.6% | +13.7% | +5.4% |
| 3M | -5.2% | +0.9% | -6.1% | -5.5% |
| 6M | -12.8% | +22.3% | -35.0% | -15.5% |
| YTD | -4.6% | +6.5% | -11.1% | -6.2% |
| 1Y | -11.7% | +38.8% | -50.4% | -16.4% |
| 3Y | +36.3% | +115.9% | -79.7% | +16.3% |
| 5Y | +40.0% | +28.6% | +11.4% | +22.5% |
| 10Y | +122.2% | -2.5% | +124.7% | +82.6% |
| All | +3,441.0% | +396.5% | +3,044.4% | +1,609.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling