+750.3%
KR vs TECK
+2,212.2%
-1,461.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -1.2% |
| 7D | -3.1% | +4.9% | -7.9% | -3.4% |
| 30D | +0.6% | +5.2% | -4.6% | +0.3% |
| 3M | -9.8% | +13.8% | -23.6% | -10.7% |
| 6M | -22.1% | +38.5% | -60.6% | -24.1% |
| YTD | -8.1% | +47.3% | -55.5% | -11.0% |
| 1Y | -14.7% | +81.0% | -95.6% | -18.6% |
| 3Y | +28.6% | +79.9% | -51.3% | +21.1% |
| 5Y | +36.4% | +207.9% | -171.5% | +21.9% |
| 10Y | +120.8% | +389.5% | -268.7% | +82.4% |
| All | +750.3% | +2,212.2% | -1,461.9% | +445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling