+704.8%
KR vs PBR
+1,899.4%
-1,194.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | -0.2% | +5.4% | -5.5% | -0.6% |
| 30D | +5.1% | +22.9% | -17.8% | +3.1% |
| 3M | -8.2% | +19.6% | -27.8% | -9.7% |
| 6M | -18.0% | +16.5% | -34.5% | -19.3% |
| YTD | -4.8% | +86.7% | -91.4% | -10.1% |
| 1Y | -11.0% | +74.7% | -85.7% | -15.6% |
| 3Y | +37.7% | +102.6% | -64.9% | +27.9% |
| 5Y | +52.8% | +566.6% | -513.8% | +25.4% |
| 10Y | +128.8% | +686.1% | -557.3% | +72.5% |
| All | +704.8% | +1,899.4% | -1,194.5% | +379.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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