+133.4%
KR vs TCOM
-9.8%
+143.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.7% |
| 7D | -0.2% | -4.9% | +4.7% | -0.2% |
| 30D | +5.1% | -14.4% | +19.4% | +4.8% |
| 3M | -8.2% | -17.7% | +9.5% | -8.4% |
| 6M | -18.0% | -25.1% | +7.1% | -18.3% |
| YTD | -4.8% | -45.7% | +41.0% | -5.6% |
| 1Y | -11.0% | -47.9% | +36.8% | -11.8% |
| 3Y | +37.7% | +8.9% | +28.7% | +37.6% |
| 5Y | +52.8% | +26.9% | +25.9% | +54.4% |
| All | +133.4% | -9.8% | +143.2% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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