+240.8%
KR vs ROKU
+875.4%
-634.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | -2.7% | -2.6% | 0.0% | -2.7% |
| 30D | +1.9% | +2.1% | -0.2% | +1.9% |
| 3M | -11.0% | +31.8% | -42.8% | -10.9% |
| 6M | -20.2% | +53.3% | -73.5% | -20.0% |
| YTD | -7.3% | +42.1% | -49.3% | -7.1% |
| 1Y | -13.1% | +62.3% | -75.4% | -12.9% |
| 3Y | +29.7% | +84.6% | -54.9% | +29.9% |
| 5Y | +48.8% | -53.1% | +101.8% | +49.5% |
| All | +240.8% | +875.4% | -634.7% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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