+4,297.1%
KR vs NYT
+758.3%
+3,538.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | +5.1% | +4.6% | +0.5% | +4.4% |
| 3M | -8.2% | -9.6% | +1.4% | -6.9% |
| 6M | -18.0% | -14.0% | -4.0% | -16.5% |
| YTD | -4.8% | -2.8% | -1.9% | -4.9% |
| 1Y | -11.0% | +15.6% | -26.6% | -13.5% |
| 3Y | +37.7% | +56.3% | -18.6% | +26.8% |
| 5Y | +52.8% | +39.5% | +13.3% | +40.6% |
| 10Y | +128.8% | +488.0% | -359.2% | +61.8% |
| All | +4,297.1% | +758.3% | +3,538.8% | +2,136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling