-11.7%
KR vs NI
+1.4%
-13.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.3% |
| 7D | +1.5% | +2.0% | -0.5% | +1.0% |
| 30D | +4.1% | -3.5% | +7.6% | +5.0% |
| 3M | -5.2% | -9.1% | +3.9% | -2.9% |
| 6M | -12.8% | -11.8% | -0.9% | -10.1% |
| YTD | -4.6% | +1.1% | -5.7% | -4.1% |
| 1Y | -11.7% | +6.7% | -18.4% | -11.9% |
| All | -11.7% | +1.4% | -13.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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