+48.8%
KR vs TAP
-2.6%
+51.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -2.7% | -5.3% | +2.6% | -1.3% |
| 30D | +1.9% | -7.4% | +9.3% | +3.9% |
| 3M | -11.0% | -4.9% | -6.1% | -10.0% |
| 6M | -20.2% | -14.2% | -6.0% | -17.4% |
| YTD | -7.3% | -14.8% | +7.5% | -3.9% |
| 1Y | -13.1% | -18.1% | +5.0% | -9.3% |
| 3Y | +29.7% | -32.7% | +62.4% | +40.8% |
| 5Y | +48.8% | -0.5% | +49.2% | +37.9% |
| All | +48.8% | -2.6% | +51.4% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling