+37.6%
KR vs RF
+92.1%
-54.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.5% | +1.3% | +0.2% | +1.5% |
| 30D | +4.1% | -3.6% | +7.7% | +4.0% |
| 3M | -5.2% | +8.1% | -13.3% | -5.0% |
| 6M | -12.8% | +11.5% | -24.2% | -12.4% |
| YTD | -4.6% | +15.6% | -20.2% | -4.3% |
| 1Y | -11.7% | +15.7% | -27.4% | -11.4% |
| All | +37.6% | +92.1% | -54.5% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling