+5,057.1%
KR vs RF
+1,444.8%
+3,612.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +2.7% | +0.3% | +2.3% | +2.6% |
| 30D | +11.3% | +6.2% | +5.1% | +10.4% |
| 3M | +22.3% | -7.8% | +30.1% | +23.6% |
| 6M | +5.8% | +5.9% | -0.1% | +4.9% |
| YTD | +11.7% | +9.0% | +2.6% | +10.0% |
| 1Y | +8.9% | +19.3% | -10.4% | +5.9% |
| 3Y | +67.1% | +116.4% | -49.3% | +47.5% |
| 5Y | +80.0% | +46.0% | +34.0% | +65.3% |
| 10Y | +156.3% | +239.8% | -83.5% | +97.3% |
| All | +5,057.1% | +1,444.8% | +3,612.3% | +1,595.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling