+133.4%
KR vs NRG
+1,083.9%
-950.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.7% |
| 7D | -0.2% | -4.7% | +4.5% | -0.1% |
| 30D | +5.1% | -6.0% | +11.0% | +5.1% |
| 3M | -8.2% | -8.0% | -0.2% | -8.2% |
| 6M | -18.0% | -23.2% | +5.2% | -17.8% |
| YTD | -4.8% | -28.1% | +23.3% | -4.4% |
| 1Y | -11.0% | -27.3% | +16.2% | -10.8% |
| 3Y | +37.7% | +208.7% | -171.0% | +24.2% |
| 5Y | +52.8% | +197.7% | -144.9% | +37.1% |
| All | +133.4% | +1,083.9% | -950.6% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling