+98.0%
KR vs OSCR
-9.0%
+107.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 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% | -11.2% |
| 3Y | +37.7% | +398.8% | -361.1% | +35.0% |
| 5Y | +52.8% | +87.3% | -34.5% | +48.9% |
| All | +98.0% | -9.0% | +107.0% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling