+515.2%
KR vs TNA
+924.1%
-408.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.6% |
| 7D | -0.2% | -7.3% | +7.1% | +0.5% |
| 30D | +5.1% | -14.2% | +19.2% | +6.4% |
| 3M | -8.2% | -4.6% | -3.6% | -8.0% |
| 6M | -18.0% | +36.9% | -54.9% | -21.2% |
| YTD | -4.8% | +42.5% | -47.3% | -9.2% |
| 1Y | -11.0% | +45.8% | -56.8% | -15.8% |
| 3Y | +37.7% | +104.7% | -67.0% | +19.9% |
| 5Y | +52.8% | -21.7% | +74.5% | +40.0% |
| 10Y | +128.8% | +83.8% | +45.0% | +63.5% |
| All | +515.2% | +924.1% | -408.9% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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