+133.5%
KR vs P
+526.5%
-392.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +1.3% |
| 7D | +0.8% | -4.7% | +5.5% | +0.8% |
| 30D | +11.1% | -31.4% | +42.5% | +11.3% |
| 3M | +24.4% | -2.6% | +27.0% | +24.2% |
| 6M | +8.5% | +21.9% | -13.4% | +8.1% |
| YTD | +13.1% | +58.9% | -45.8% | +12.0% |
| 1Y | +9.3% | +21.7% | -12.4% | +8.7% |
| 3Y | +69.3% | +193.3% | -124.0% | +61.2% |
| 5Y | +83.2% | +275.1% | -191.9% | +70.7% |
| 10Y | +154.6% | +655.3% | -500.7% | +122.6% |
| All | +133.5% | +526.5% | -392.9% | +103.8% |
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