+36.4%
KR vs RACE
+87.3%
-50.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -3.1% | -2.6% | -0.4% | -3.0% |
| 30D | +0.6% | -1.1% | +1.7% | +0.6% |
| 3M | -9.8% | +12.5% | -22.3% | -9.9% |
| 6M | -22.1% | +17.4% | -39.6% | -22.2% |
| YTD | -8.1% | +10.1% | -18.2% | -8.1% |
| 1Y | -14.7% | -15.1% | +0.5% | -14.4% |
| 3Y | +28.6% | +38.9% | -10.4% | +25.6% |
| 5Y | +36.4% | +90.7% | -54.3% | +28.1% |
| All | +36.4% | +87.3% | -50.9% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling