+120.8%
KR vs RF
+334.5%
-213.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -3.1% | -0.1% | -2.9% | -3.0% |
| 30D | +0.6% | -4.0% | +4.6% | +0.9% |
| 3M | -9.8% | +5.6% | -15.4% | -10.2% |
| 6M | -22.1% | +13.1% | -35.2% | -22.9% |
| YTD | -8.1% | +13.6% | -21.7% | -9.2% |
| 1Y | -14.7% | +16.0% | -30.6% | -15.8% |
| 3Y | +28.6% | +90.2% | -61.6% | +20.0% |
| 5Y | +36.4% | +87.0% | -50.6% | +26.5% |
| 10Y | +120.8% | +338.5% | -217.7% | +82.5% |
| All | +120.8% | +334.5% | -213.7% | +82.5% |
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