+32.8%
KR vs TMF
-42.1%
+74.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.4% |
| 7D | -3.1% | -0.9% | -2.2% | -3.1% |
| 30D | +0.6% | -1.0% | +1.6% | +0.6% |
| 3M | -9.8% | -11.3% | +1.5% | -10.1% |
| 6M | -22.1% | -22.7% | +0.6% | -22.6% |
| YTD | -8.1% | -17.3% | +9.2% | -8.5% |
| 1Y | -14.7% | -22.5% | +7.8% | -15.0% |
| All | +32.8% | -42.1% | +74.9% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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