+52.0%
KR vs NYT
+38.8%
+13.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | +5.1% | +4.6% | +0.5% | +4.6% |
| 3M | -8.2% | -9.6% | +1.4% | -7.4% |
| 6M | -18.0% | -14.0% | -4.0% | -17.2% |
| YTD | -4.8% | -2.8% | -1.9% | -4.9% |
| 1Y | -11.0% | +15.6% | -26.6% | -12.5% |
| 3Y | +37.7% | +56.3% | -18.6% | +31.0% |
| All | +52.0% | +38.8% | +13.2% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling