+138.0%
KR vs P
+535.2%
-397.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.4% |
| 7D | +4.6% | +11.6% | -7.0% | +4.5% |
| 30D | +12.2% | -23.7% | +35.9% | +12.4% |
| 3M | +24.6% | -8.0% | +32.5% | +24.4% |
| 6M | +8.2% | +27.9% | -19.7% | +7.7% |
| YTD | +15.3% | +61.2% | -45.9% | +14.1% |
| 1Y | +9.8% | +28.6% | -18.9% | +9.1% |
| 3Y | +71.4% | +200.5% | -129.1% | +63.1% |
| 5Y | +85.1% | +282.9% | -197.9% | +72.3% |
| 10Y | +159.4% | +665.9% | -506.5% | +126.8% |
| All | +138.0% | +535.2% | -397.3% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling