+37.7%
KR vs PL
+79.0%
-41.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.4% |
| 7D | -1.3% | -7.5% | +6.3% | -1.4% |
| 30D | +1.5% | -25.6% | +27.1% | +1.0% |
| 3M | -8.5% | -45.6% | +37.1% | -9.4% |
| 6M | -21.9% | -29.5% | +7.7% | -22.2% |
| YTD | -6.9% | -9.7% | +2.8% | -6.9% |
| 1Y | -14.0% | +84.4% | -98.3% | -13.2% |
| 3Y | +30.3% | +550.0% | -519.7% | +33.7% |
| 5Y | +37.7% | +79.0% | -41.3% | +31.7% |
| All | +37.7% | +79.0% | -41.3% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling