+133.4%
KR vs TFC
+98.7%
+34.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.2% | -2.4% | +2.2% | 0.0% |
| 30D | +5.1% | -3.4% | +8.4% | +5.3% |
| 3M | -8.2% | +0.4% | -8.6% | -8.2% |
| 6M | -18.0% | +12.7% | -30.7% | -18.8% |
| YTD | -4.8% | +5.6% | -10.4% | -5.4% |
| 1Y | -11.0% | +16.0% | -27.1% | -12.4% |
| 3Y | +37.7% | +94.0% | -56.3% | +27.4% |
| 5Y | +52.8% | +16.2% | +36.6% | +47.6% |
| All | +133.4% | +98.7% | +34.6% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling