+17.6%
KR vs TEM
+53.2%
-35.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -1.4% |
| 7D | -3.1% | -1.1% | -2.0% | -3.1% |
| 30D | +0.6% | +11.3% | -10.7% | +0.8% |
| 3M | -9.8% | +25.5% | -35.3% | -9.4% |
| 6M | -22.1% | +17.1% | -39.3% | -21.8% |
| YTD | -8.1% | +3.8% | -11.9% | -7.8% |
| 1Y | -14.7% | -24.4% | +9.7% | -14.4% |
| All | +17.6% | +53.2% | -35.6% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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