+60.3%
KR vs PR
+64.2%
-4.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.5% |
| 7D | +1.4% | -16.4% | +17.8% | +1.5% |
| 30D | +14.3% | -1.9% | +16.2% | +14.1% |
| 3M | +18.9% | +8.0% | +11.0% | +18.6% |
| 6M | +3.8% | +4.1% | -0.3% | +3.5% |
| YTD | +10.2% | +58.7% | -48.5% | +10.3% |
| 1Y | +9.2% | +75.8% | -66.7% | +9.6% |
| 3Y | +60.3% | +73.2% | -12.9% | +57.9% |
| All | +60.3% | +64.2% | -4.0% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling