+83.2%
KR vs TPR
+238.0%
-154.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.3% |
| 7D | +0.8% | +6.4% | -5.7% | +0.6% |
| 30D | +11.1% | +13.8% | -2.7% | +10.8% |
| 3M | +24.4% | -16.6% | +41.0% | +24.5% |
| 6M | +8.5% | +0.7% | +7.9% | +8.3% |
| YTD | +13.1% | +5.3% | +7.8% | +12.5% |
| 1Y | +9.3% | +32.4% | -23.1% | +8.0% |
| 3Y | +69.3% | +406.4% | -337.1% | +53.8% |
| 5Y | +83.2% | +227.9% | -144.7% | +81.4% |
| All | +83.2% | +238.0% | -154.8% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling