+133.4%
KR vs PSX
+386.4%
-253.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | -0.2% | +1.7% | -1.9% | -0.3% |
| 30D | +5.1% | +15.6% | -10.6% | +4.0% |
| 3M | -8.2% | +46.5% | -54.6% | -10.5% |
| 6M | -18.0% | +55.0% | -73.0% | -20.4% |
| YTD | -4.8% | +105.3% | -110.1% | -9.1% |
| 1Y | -11.0% | +101.6% | -112.6% | -15.0% |
| 3Y | +37.7% | +134.1% | -96.5% | +29.4% |
| 5Y | +52.8% | +368.7% | -315.9% | +36.5% |
| All | +133.4% | +386.4% | -253.1% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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