+111.3%
KR vs PL
+45.6%
+65.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +2.7% | +5.6% | -2.9% | +2.9% |
| 30D | +11.3% | -16.9% | +28.2% | +11.0% |
| 3M | +22.3% | -38.2% | +60.5% | +21.4% |
| 6M | +5.8% | -63.4% | +69.2% | +4.3% |
| YTD | +11.7% | -27.6% | +39.3% | +11.3% |
| 1Y | +8.9% | +6.6% | +2.3% | +9.1% |
| 3Y | +67.1% | +557.6% | -490.5% | +72.3% |
| 5Y | +80.0% | +39.5% | +40.5% | +80.6% |
| All | +111.3% | +45.6% | +65.7% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling