+5,057.1%
KR vs PPL
+2,153.2%
+2,903.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +11.3% | +4.3% | +7.0% | +10.1% |
| 3M | +22.3% | +2.9% | +19.4% | +21.4% |
| 6M | +5.8% | +1.1% | +4.7% | +5.4% |
| YTD | +11.7% | +4.5% | +7.2% | +10.2% |
| 1Y | +8.9% | +0.1% | +8.8% | +8.6% |
| 3Y | +67.1% | +55.7% | +11.4% | +48.8% |
| 5Y | +80.0% | +47.6% | +32.4% | +61.4% |
| 10Y | +156.3% | +66.8% | +89.4% | +114.5% |
| All | +5,057.1% | +2,153.2% | +2,903.9% | +1,940.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling