+12.4%
KR vs NYT
+11.3%
+1.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | +5.3% | -5.5% | +10.9% | +6.0% |
| 30D | +18.9% | +2.7% | +16.2% | +18.6% |
| 3M | +23.3% | +0.5% | +22.8% | +23.5% |
| 6M | +5.0% | -14.6% | +19.6% | +5.4% |
| YTD | +13.0% | -4.4% | +17.4% | +15.5% |
| 1Y | +12.4% | +15.2% | -2.8% | +5.2% |
| All | +12.4% | +11.3% | +1.1% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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