+190.8%
KR vs TW
+206.7%
-15.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.8% |
| 7D | -0.2% | -4.5% | +4.3% | +0.4% |
| 30D | +5.1% | -2.3% | +7.3% | +5.3% |
| 3M | -8.2% | +2.6% | -10.8% | -8.5% |
| 6M | -18.0% | -17.5% | -0.4% | -16.4% |
| YTD | -4.8% | -5.3% | +0.5% | -4.4% |
| 1Y | -11.0% | -14.8% | +3.7% | -9.8% |
| 3Y | +37.7% | +18.8% | +18.8% | +35.6% |
| 5Y | +52.8% | +20.7% | +32.1% | +48.8% |
| All | +190.8% | +206.7% | -15.9% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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