+4,297.1%
KR vs PNR
+3,426.6%
+870.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -0.2% | -6.0% | +5.9% | +0.9% |
| 30D | +5.1% | -14.0% | +19.0% | +7.6% |
| 3M | -8.2% | -21.7% | +13.5% | -4.6% |
| 6M | -18.0% | -37.3% | +19.3% | -12.0% |
| YTD | -4.8% | -45.1% | +40.4% | +4.2% |
| 1Y | -11.0% | -49.1% | +38.1% | -1.5% |
| 3Y | +37.7% | -14.8% | +52.5% | +37.5% |
| 5Y | +52.8% | -21.0% | +73.8% | +52.4% |
| 10Y | +128.8% | +64.7% | +64.1% | +93.5% |
| All | +4,297.1% | +3,426.6% | +870.5% | +1,841.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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