+52.0%
KR vs OMC
+30.5%
+21.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | -0.2% | -4.4% | +4.2% | +0.3% |
| 30D | +5.1% | -7.6% | +12.7% | +6.0% |
| 3M | -8.2% | +4.5% | -12.7% | -8.6% |
| 6M | -18.0% | -0.3% | -17.7% | -18.1% |
| YTD | -4.8% | -0.1% | -4.6% | -5.0% |
| 1Y | -11.0% | +4.6% | -15.7% | -11.8% |
| 3Y | +37.7% | +10.5% | +27.2% | +35.4% |
| All | +52.0% | +30.5% | +21.6% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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