+677.3%
KR vs TMF
-68.9%
+746.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.2% |
| 7D | +1.5% | -1.4% | +2.9% | +1.4% |
| 30D | +4.1% | -2.8% | +6.9% | +3.9% |
| 3M | -5.2% | -10.9% | +5.7% | -5.9% |
| 6M | -12.8% | -21.3% | +8.5% | -14.1% |
| YTD | -4.6% | -15.9% | +11.3% | -5.6% |
| 1Y | -11.7% | -15.7% | +4.1% | -12.5% |
| 3Y | +36.3% | -43.4% | +79.6% | +32.9% |
| 5Y | +40.0% | -87.8% | +127.7% | +21.8% |
| 10Y | +122.2% | -86.7% | +208.9% | +105.8% |
| All | +677.3% | -68.9% | +746.1% | +739.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling