+4,304.6%
KR vs TAP
+825.0%
+3,479.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.5% | -2.3% | +3.8% | +1.9% |
| 30D | +4.1% | -2.1% | +6.2% | +4.4% |
| 3M | -5.2% | +6.6% | -11.8% | -6.4% |
| 6M | -12.8% | -11.5% | -1.3% | -11.0% |
| YTD | -4.6% | -10.3% | +5.7% | -3.0% |
| 1Y | -11.7% | -14.4% | +2.7% | -9.5% |
| 3Y | +36.3% | -28.3% | +64.5% | +42.9% |
| 5Y | +40.0% | +1.7% | +38.3% | +36.8% |
| 10Y | +122.2% | -49.2% | +171.4% | +136.7% |
| All | +4,304.6% | +825.0% | +3,479.6% | +2,489.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling