+59.0%
KR vs VSXY
+33.4%
+25.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +0.9% |
| 7D | -2.7% | -0.3% | -2.3% | -2.7% |
| 30D | +1.9% | -22.1% | +24.0% | +1.7% |
| 3M | -11.0% | -1.1% | -9.9% | -11.0% |
| 6M | -20.2% | +53.8% | -74.0% | -19.7% |
| YTD | -7.3% | +35.5% | -42.8% | -6.8% |
| 1Y | -13.1% | +186.0% | -199.1% | -12.7% |
| 3Y | +29.7% | +343.2% | -313.4% | +25.8% |
| 5Y | +48.8% | +19.0% | +29.8% | +55.9% |
| All | +59.0% | +33.4% | +25.6% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling