+125.2%
KR vs PR
+101.2%
+24.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.4% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | +1.5% | +17.4% | -15.8% | +1.2% |
| 3M | -8.5% | +21.8% | -30.3% | -8.9% |
| 6M | -21.9% | +27.6% | -49.5% | -22.2% |
| YTD | -6.9% | +71.4% | -78.3% | -7.8% |
| 1Y | -14.0% | +78.3% | -92.3% | -14.9% |
| 3Y | +30.3% | +85.5% | -55.2% | +28.5% |
| 5Y | +37.7% | +422.7% | -384.9% | +33.0% |
| 10Y | +125.2% | +87.1% | +38.1% | +143.4% |
| All | +125.2% | +101.2% | +24.0% | +143.4% |
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