+127.2%
KR vs P
+684.8%
-557.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +0.9% |
| 7D | -2.7% | -4.1% | +1.5% | -2.6% |
| 30D | +1.9% | -14.0% | +15.9% | +2.0% |
| 3M | -11.0% | +41.4% | -52.5% | -11.3% |
| 6M | -20.2% | +54.2% | -74.4% | -20.6% |
| YTD | -7.3% | +40.4% | -47.7% | -7.7% |
| 1Y | -13.1% | +16.0% | -29.1% | -13.3% |
| 3Y | +29.7% | +140.7% | -110.9% | +25.0% |
| 5Y | +48.8% | +256.3% | -207.5% | +39.4% |
| All | +127.2% | +684.8% | -557.6% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling