+37.7%
KR vs VSXY
+352.7%
-315.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +5.1% | -18.7% | +23.7% | +4.0% |
| 3M | -8.2% | -4.0% | -4.2% | -8.1% |
| 6M | -18.0% | +67.5% | -85.5% | -14.7% |
| YTD | -4.8% | +39.7% | -44.4% | -1.8% |
| 1Y | -11.0% | +180.0% | -191.0% | -4.5% |
| 3Y | +37.7% | +337.3% | -299.6% | +45.5% |
| All | +37.7% | +352.7% | -315.1% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling