+120.8%
KR vs PPL
+52.7%
+68.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +0.6% | -1.3% | +1.9% | +0.9% |
| 3M | -9.8% | -2.6% | -7.2% | -9.3% |
| 6M | -22.1% | -8.4% | -13.7% | -20.8% |
| YTD | -8.1% | +0.2% | -8.3% | -8.3% |
| 1Y | -14.7% | -0.2% | -14.4% | -14.8% |
| 3Y | +28.6% | +52.9% | -24.3% | +18.5% |
| 5Y | +36.4% | +36.8% | -0.5% | +27.5% |
| 10Y | +120.8% | +57.6% | +63.2% | +98.9% |
| All | +120.8% | +52.7% | +68.1% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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