+4,143.0%
KR vs OMC
+5,687.0%
-1,544.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.6% |
| 7D | -3.1% | -4.2% | +1.2% | -2.2% |
| 30D | +0.6% | -7.5% | +8.1% | +2.3% |
| 3M | -9.8% | +4.6% | -14.4% | -10.8% |
| 6M | -22.1% | -4.8% | -17.3% | -21.6% |
| YTD | -8.1% | -1.0% | -7.1% | -8.9% |
| 1Y | -14.7% | +3.8% | -18.5% | -16.5% |
| 3Y | +28.6% | +10.2% | +18.4% | +22.3% |
| 5Y | +36.4% | +29.7% | +6.6% | +22.4% |
| 10Y | +120.8% | +32.3% | +88.5% | +89.2% |
| All | +4,143.0% | +5,687.0% | -1,544.0% | +1,068.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling