+41.1%
KR vs NXT
+181.9%
-140.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.3% |
| 7D | -1.3% | +2.9% | -4.1% | -1.2% |
| 30D | +1.5% | -17.2% | +18.8% | +0.7% |
| 3M | -8.5% | -32.0% | +23.5% | -9.7% |
| 6M | -21.9% | -15.8% | -6.1% | -22.2% |
| YTD | -6.9% | -1.9% | -5.0% | -6.8% |
| 1Y | -14.0% | +22.5% | -36.5% | -13.4% |
| 3Y | +30.3% | +100.5% | -70.2% | +31.4% |
| All | +41.1% | +181.9% | -140.8% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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