+96.9%
KR vs P
+485.4%
-388.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.1% |
| 7D | +1.5% | +6.5% | -5.0% | +1.4% |
| 30D | +4.1% | +18.8% | -14.8% | +3.9% |
| 3M | -5.2% | +26.7% | -32.0% | -5.5% |
| 6M | -12.8% | +62.2% | -75.0% | -13.5% |
| YTD | -4.6% | +48.5% | -53.1% | -5.3% |
| 1Y | -11.7% | +26.4% | -38.1% | -12.2% |
| 3Y | +36.3% | +159.4% | -123.2% | +30.4% |
| 5Y | +40.0% | +275.8% | -235.8% | +30.3% |
| 10Y | +122.2% | +732.0% | -609.8% | +92.8% |
| All | +96.9% | +485.4% | -388.4% | +72.3% |
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