+154.6%
KR vs PR
+72.8%
+81.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.3% |
| 7D | +0.8% | -0.5% | +1.2% | +0.8% |
| 30D | +11.1% | -4.6% | +15.7% | +11.1% |
| 3M | +24.4% | +4.7% | +19.7% | +24.2% |
| 6M | +8.5% | +12.4% | -3.9% | +8.2% |
| YTD | +13.1% | +62.9% | -49.7% | +12.1% |
| 1Y | +9.3% | +70.6% | -61.3% | +8.2% |
| 3Y | +69.3% | +90.0% | -20.7% | +66.9% |
| 5Y | +83.2% | +255.5% | -172.3% | +77.9% |
| 10Y | +154.6% | +78.7% | +75.8% | +187.5% |
| All | +154.6% | +72.8% | +81.8% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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