+133.4%
KR vs TAP
-49.9%
+183.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.4% |
| 7D | -0.2% | -3.9% | +3.7% | +0.7% |
| 30D | +5.1% | -5.3% | +10.3% | +6.2% |
| 3M | -8.2% | -3.8% | -4.4% | -7.5% |
| 6M | -18.0% | -11.4% | -6.6% | -16.0% |
| YTD | -4.8% | -13.7% | +9.0% | -2.0% |
| 1Y | -11.0% | -17.2% | +6.2% | -7.9% |
| 3Y | +37.7% | -33.1% | +70.7% | +47.6% |
| 5Y | +52.8% | +0.8% | +52.0% | +49.0% |
| All | +133.4% | -49.9% | +183.3% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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