+80.7%
KR vs RUN
-32.6%
+113.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.2% | -1.3% |
| 7D | -3.1% | -1.8% | -1.3% | -3.1% |
| 30D | +0.6% | -10.8% | +11.5% | +0.6% |
| 3M | -9.8% | -30.2% | +20.4% | -9.7% |
| 6M | -22.1% | -22.3% | +0.2% | -22.2% |
| YTD | -8.1% | -52.2% | +44.1% | -7.9% |
| 1Y | -14.7% | -45.1% | +30.4% | -14.7% |
| 3Y | +28.6% | -37.1% | +65.7% | +26.7% |
| 5Y | +36.4% | -80.3% | +116.6% | +35.9% |
| 10Y | +120.8% | +45.2% | +75.6% | +107.8% |
| All | +80.7% | -32.6% | +113.4% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling