+132.1%
KR vs TE
-53.2%
+185.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.7% | +7.6% | +0.7% |
| 7D | -2.7% | +0.9% | -3.5% | -2.6% |
| 30D | +1.9% | -16.3% | +18.2% | +1.6% |
| 3M | -11.0% | -40.8% | +29.7% | -11.8% |
| 6M | -20.2% | -42.6% | +22.4% | -20.5% |
| YTD | -7.3% | -31.4% | +24.2% | -7.2% |
| 1Y | -13.1% | +144.9% | -158.0% | -11.0% |
| 3Y | +29.7% | -26.0% | +55.7% | +31.1% |
| 5Y | +48.8% | -48.5% | +97.2% | +52.1% |
| All | +132.1% | -53.2% | +185.3% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling