+5,012.8%
KR vs RF
+1,457.2%
+3,555.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +10.3% | +7.0% | +3.3% | +9.3% |
| 3M | +20.7% | -7.0% | +27.7% | +21.9% |
| 6M | +4.9% | +6.8% | -1.9% | +3.9% |
| YTD | +10.7% | +9.9% | +0.8% | +8.9% |
| 1Y | +7.2% | +21.1% | -14.0% | +4.0% |
| 3Y | +65.7% | +119.6% | -53.9% | +45.9% |
| 5Y | +80.8% | +46.2% | +34.6% | +66.0% |
| 10Y | +159.6% | +261.5% | -101.9% | +98.0% |
| All | +5,012.8% | +1,457.2% | +3,555.6% | +1,578.8% |
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