+36.4%
KR vs P
+274.2%
-237.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.5% |
| 7D | -3.1% | +5.0% | -8.1% | -2.9% |
| 30D | +0.6% | -0.9% | +1.6% | +0.7% |
| 3M | -9.8% | +38.7% | -48.4% | -8.6% |
| 6M | -22.1% | +54.4% | -76.5% | -20.9% |
| YTD | -8.1% | +44.8% | -53.0% | -6.7% |
| 1Y | -14.7% | +22.5% | -37.2% | -13.4% |
| 3Y | +28.6% | +148.2% | -119.7% | +28.9% |
| 5Y | +36.4% | +268.9% | -232.5% | +33.7% |
| All | +36.4% | +274.2% | -237.8% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling