+52.0%
KR vs OSCR
+96.8%
-44.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.7% |
| 7D | -0.2% | +1.6% | -1.8% | -0.2% |
| 30D | +5.1% | +10.7% | -5.6% | +5.0% |
| 3M | -8.2% | +13.4% | -21.5% | -8.3% |
| 6M | -18.0% | +144.6% | -162.5% | -18.4% |
| YTD | -4.8% | +128.0% | -132.8% | -5.2% |
| 1Y | -11.0% | +68.7% | -79.7% | -11.3% |
| 3Y | +37.7% | +398.8% | -361.1% | +34.7% |
| All | +52.0% | +96.8% | -44.8% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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