+71.0%
KR vs S
-57.1%
+128.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -0.2% | -0.7% | +0.5% | -0.2% |
| 30D | +5.1% | -11.4% | +16.5% | +4.9% |
| 3M | -8.2% | +33.8% | -42.0% | -7.6% |
| 6M | -18.0% | +39.5% | -57.5% | -17.3% |
| YTD | -4.8% | +31.7% | -36.4% | -4.1% |
| 1Y | -11.0% | +7.0% | -18.0% | -10.7% |
| 3Y | +37.7% | +11.8% | +25.9% | +38.8% |
| 5Y | +52.8% | -69.0% | +121.8% | +50.6% |
| All | +71.0% | -57.1% | +128.1% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling