+37.7%
KR vs TE
-26.8%
+64.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | -0.2% | +0.2% | -0.4% | -0.1% |
| 30D | +5.1% | -5.9% | +11.0% | +5.0% |
| 3M | -8.2% | -45.6% | +37.4% | -9.1% |
| 6M | -18.0% | -43.4% | +25.4% | -18.3% |
| YTD | -4.8% | -31.0% | +26.2% | -4.8% |
| 1Y | -11.0% | +145.2% | -156.2% | -9.5% |
| 3Y | +37.7% | -24.1% | +61.7% | +45.6% |
| All | +37.7% | -26.8% | +64.5% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 3y: compounded portfolio wealth divided by compounded TE 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…
3y analysis · Full analysis span regression · 6 months rolling