+52.0%
KR vs NRG
+194.8%
-142.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.8% |
| 7D | -0.2% | -4.7% | +4.5% | -0.4% |
| 30D | +5.1% | -6.0% | +11.0% | +4.8% |
| 3M | -8.2% | -8.0% | -0.2% | -8.3% |
| 6M | -18.0% | -23.2% | +5.2% | -18.4% |
| YTD | -4.8% | -28.1% | +23.3% | -5.3% |
| 1Y | -11.0% | -27.3% | +16.2% | -11.5% |
| 3Y | +37.7% | +208.7% | -171.0% | +23.4% |
| All | +52.0% | +194.8% | -142.8% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling