-11.0%
KR vs P
+20.5%
-31.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.6% | +3.0% |
| 7D | -0.2% | -1.3% | +1.2% | -0.3% |
| 30D | +5.1% | -11.9% | +16.9% | +4.1% |
| 3M | -8.2% | +41.6% | -49.7% | -4.7% |
| 6M | -18.0% | +58.1% | -76.1% | -13.9% |
| YTD | -4.8% | +46.5% | -51.3% | -0.3% |
| 1Y | -11.0% | +19.1% | -30.1% | -5.7% |
| All | -11.0% | +20.5% | -31.6% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling