+48.8%
KR vs S
-70.4%
+119.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | +1.9% | -11.8% | +13.7% | +1.8% |
| 3M | -11.0% | +33.9% | -45.0% | -10.5% |
| 6M | -20.2% | +40.1% | -60.3% | -19.6% |
| YTD | -7.3% | +32.1% | -39.3% | -6.6% |
| 1Y | -13.1% | +11.0% | -24.2% | -12.7% |
| 3Y | +29.7% | +16.9% | +12.8% | +30.8% |
| 5Y | +48.8% | -68.9% | +117.7% | +45.2% |
| All | +48.8% | -70.4% | +119.2% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling