+4,200.1%
KR vs PH
+25,009.0%
-20,808.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +1.5% | -10.8% | +12.3% | +3.7% |
| 3M | -8.5% | +8.5% | -17.0% | -10.2% |
| 6M | -21.9% | +3.9% | -25.8% | -22.9% |
| YTD | -6.9% | +9.4% | -16.3% | -9.2% |
| 1Y | -14.0% | +26.8% | -40.8% | -18.7% |
| 3Y | +30.3% | +140.8% | -110.5% | +5.7% |
| 5Y | +37.7% | +253.8% | -216.1% | +1.5% |
| 10Y | +125.2% | +792.3% | -667.2% | +25.7% |
| All | +4,200.1% | +25,009.0% | -20,808.9% | +757.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling