+4,304.6%
KR vs RF
+1,537.4%
+2,767.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.5% | +1.3% | +0.2% | +1.3% |
| 30D | +4.1% | -3.6% | +7.7% | +4.6% |
| 3M | -5.2% | +8.1% | -13.3% | -6.2% |
| 6M | -12.8% | +11.5% | -24.2% | -14.2% |
| YTD | -4.6% | +15.6% | -20.2% | -6.8% |
| 1Y | -11.7% | +15.7% | -27.4% | -13.8% |
| 3Y | +36.3% | +86.9% | -50.6% | +22.6% |
| 5Y | +40.0% | +89.8% | -49.8% | +23.8% |
| 10Y | +122.2% | +344.7% | -222.5% | +64.3% |
| All | +4,304.6% | +1,537.4% | +2,767.2% | +1,336.6% |
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