-14.0%
KR vs PR
+74.4%
-88.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.5% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +1.5% | +17.4% | -15.8% | -0.6% |
| 3M | -8.5% | +21.8% | -30.3% | -11.2% |
| 6M | -21.9% | +27.6% | -49.5% | -24.6% |
| YTD | -6.9% | +71.4% | -78.3% | -13.3% |
| 1Y | -14.0% | +78.3% | -92.3% | -21.2% |
| All | -14.0% | +74.4% | -88.4% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling