-11.0%
KR vs RUN
-47.1%
+36.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.6% |
| 7D | -0.2% | -3.7% | +3.5% | -0.4% |
| 30D | +5.1% | -13.0% | +18.1% | +4.2% |
| 3M | -8.2% | -31.8% | +23.6% | -10.1% |
| 6M | -18.0% | -32.2% | +14.2% | -19.5% |
| YTD | -4.8% | -53.5% | +48.7% | -7.2% |
| 1Y | -11.0% | -46.5% | +35.5% | -9.3% |
| All | -11.0% | -47.1% | +36.1% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling