+127.6%
KR vs PR
+152.6%
-25.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.5% |
| 7D | +1.4% | -16.4% | +17.8% | +1.7% |
| 30D | +14.3% | -1.9% | +16.2% | +14.3% |
| 3M | +18.9% | +8.0% | +11.0% | +18.7% |
| 6M | +3.8% | +4.1% | -0.3% | +3.7% |
| YTD | +10.2% | +58.7% | -48.5% | +9.3% |
| 1Y | +9.2% | +75.8% | -66.7% | +8.0% |
| 3Y | +60.3% | +73.2% | -12.9% | +58.3% |
| 5Y | +78.3% | +230.1% | -151.8% | +73.2% |
| 10Y | +169.9% | +67.4% | +102.5% | +191.0% |
| All | +127.6% | +152.6% | -25.0% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling