-11.0%
KR vs TCOM
-46.9%
+35.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.7% |
| 7D | -0.2% | -4.9% | +4.7% | -0.1% |
| 30D | +5.1% | -14.4% | +19.4% | +5.1% |
| 3M | -8.2% | -17.7% | +9.5% | -8.5% |
| 6M | -18.0% | -25.1% | +7.1% | -18.6% |
| YTD | -4.8% | -45.7% | +41.0% | -7.5% |
| 1Y | -11.0% | -47.9% | +36.8% | -13.4% |
| All | -11.0% | -46.9% | +35.9% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling