-11.0%
KR vs PH
+25.3%
-36.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +3.0% |
| 7D | -0.2% | -1.3% | +1.1% | -0.4% |
| 30D | +5.1% | -11.0% | +16.0% | +2.7% |
| 3M | -8.2% | +5.5% | -13.7% | -6.6% |
| 6M | -18.0% | +1.5% | -19.5% | -16.8% |
| YTD | -4.8% | +8.8% | -13.5% | -3.0% |
| 1Y | -11.0% | +24.5% | -35.5% | -8.5% |
| All | -11.0% | +25.3% | -36.4% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling