+37.7%
KR vs TECK
+65.8%
-28.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.8% |
| 7D | -0.2% | -3.8% | +3.7% | -0.4% |
| 30D | +5.1% | +0.7% | +4.3% | +5.2% |
| 3M | -8.2% | +4.6% | -12.8% | -7.6% |
| 6M | -18.0% | +25.1% | -43.1% | -16.4% |
| YTD | -4.8% | +39.2% | -43.9% | -2.7% |
| 1Y | -11.0% | +60.3% | -71.4% | -8.7% |
| 3Y | +37.7% | +62.9% | -25.2% | +39.3% |
| All | +37.7% | +65.8% | -28.1% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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