+4,200.1%
KR vs TFC
+2,539.0%
+1,661.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.2% | -2.0% |
| 7D | -1.3% | +2.2% | -3.5% | -1.7% |
| 30D | +1.5% | -2.5% | +4.0% | +2.0% |
| 3M | -8.5% | +4.5% | -13.1% | -9.3% |
| 6M | -21.9% | +11.0% | -32.8% | -23.5% |
| YTD | -6.9% | +5.9% | -12.8% | -8.3% |
| 1Y | -14.0% | +14.6% | -28.5% | -16.6% |
| 3Y | +30.3% | +96.7% | -66.4% | +11.9% |
| 5Y | +37.7% | +15.6% | +22.2% | +27.9% |
| 10Y | +125.2% | +98.6% | +26.6% | +75.5% |
| All | +4,200.1% | +2,539.0% | +1,661.1% | +2,006.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling