+133.4%
KR vs TPR
+327.7%
-194.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.6% |
| 7D | -0.2% | -3.0% | +2.8% | -0.1% |
| 30D | +5.1% | -22.6% | +27.7% | +5.7% |
| 3M | -8.2% | -18.2% | +10.0% | -7.7% |
| 6M | -18.0% | -18.0% | 0.0% | -17.7% |
| YTD | -4.8% | -6.4% | +1.6% | -4.9% |
| 1Y | -11.0% | +12.3% | -23.3% | -11.8% |
| 3Y | +37.7% | +298.7% | -261.0% | +28.6% |
| 5Y | +52.8% | +232.5% | -179.7% | +42.7% |
| All | +133.4% | +327.7% | -194.4% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling