+71.4%
KR vs TMF
-32.2%
+103.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.4% |
| 7D | +4.6% | -9.3% | +13.8% | +4.4% |
| 30D | +12.2% | +1.9% | +10.3% | +12.4% |
| 3M | +24.6% | -11.2% | +35.8% | +24.2% |
| 6M | +8.2% | -17.7% | +25.9% | +7.6% |
| YTD | +15.3% | -24.5% | +39.7% | +14.5% |
| 1Y | +9.8% | -29.4% | +39.2% | +8.8% |
| 3Y | +71.4% | -33.4% | +104.8% | +72.6% |
| All | +71.4% | -32.2% | +103.6% | +72.6% |
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