+5,222.5%
KR vs PH
+25,056.6%
-19,834.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +4.6% | +4.3% | +0.2% | +3.7% |
| 30D | +12.2% | +0.1% | +12.1% | +11.9% |
| 3M | +24.6% | -9.4% | +33.9% | +26.5% |
| 6M | +8.2% | +8.8% | -0.6% | +5.8% |
| YTD | +15.3% | +9.6% | +5.6% | +12.0% |
| 1Y | +9.8% | +14.4% | -4.7% | +5.7% |
| 3Y | +71.4% | +134.5% | -63.2% | +39.6% |
| 5Y | +85.1% | +204.4% | -119.4% | +40.6% |
| 10Y | +159.4% | +697.3% | -537.9% | +48.5% |
| All | +5,222.5% | +25,056.6% | -19,834.0% | +957.6% |
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