+154.6%
KR vs RF
+241.0%
-86.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.8% | -1.3% | +2.1% | +0.9% |
| 30D | +11.1% | +4.6% | +6.4% | +10.7% |
| 3M | +24.4% | -8.4% | +32.8% | +25.2% |
| 6M | +8.5% | +8.9% | -0.3% | +7.8% |
| YTD | +13.1% | +8.8% | +4.3% | +12.2% |
| 1Y | +9.3% | +18.9% | -9.6% | +7.6% |
| 3Y | +69.3% | +116.0% | -46.7% | +56.2% |
| 5Y | +83.2% | +46.0% | +37.2% | +73.8% |
| 10Y | +154.6% | +231.7% | -77.2% | +111.1% |
| All | +154.6% | +241.0% | -86.5% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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