+52.0%
KR vs TRU
-35.6%
+87.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.7% |
| 7D | -0.2% | -2.7% | +2.6% | -0.1% |
| 30D | +5.1% | -2.0% | +7.1% | +5.1% |
| 3M | -8.2% | +18.4% | -26.6% | -8.5% |
| 6M | -18.0% | +8.9% | -26.9% | -18.2% |
| YTD | -4.8% | -8.9% | +4.2% | -4.7% |
| 1Y | -11.0% | -15.9% | +4.8% | -10.8% |
| 3Y | +37.7% | -1.1% | +38.7% | +36.9% |
| All | +52.0% | -35.6% | +87.6% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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