+536.5%
KR vs PSX
+1,156.1%
-619.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -2.7% | +1.5% | -4.2% | -2.8% |
| 30D | +1.9% | +15.8% | -13.9% | +0.6% |
| 3M | -11.0% | +43.0% | -54.1% | -13.9% |
| 6M | -20.2% | +61.1% | -81.3% | -23.7% |
| YTD | -7.3% | +104.5% | -111.8% | -13.1% |
| 1Y | -13.1% | +102.5% | -115.6% | -18.6% |
| 3Y | +29.7% | +133.5% | -103.8% | +18.8% |
| 5Y | +48.8% | +367.0% | -318.2% | +26.0% |
| 10Y | +122.8% | +382.3% | -259.6% | +82.6% |
| All | +536.5% | +1,156.1% | -619.6% | +346.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling