+700.8%
KR vs XME
+244.0%
+456.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -3.1% | -0.2% | -2.8% | -3.0% |
| 30D | +0.6% | +1.4% | -0.8% | +0.3% |
| 3M | -9.8% | +2.7% | -12.5% | -10.4% |
| 6M | -22.1% | +6.5% | -28.6% | -23.5% |
| YTD | -8.1% | +15.2% | -23.3% | -11.1% |
| 1Y | -14.7% | +43.5% | -58.2% | -20.4% |
| 3Y | +28.6% | +135.9% | -107.3% | +9.4% |
| 5Y | +36.4% | +181.5% | -145.1% | +11.2% |
| 10Y | +120.8% | +436.9% | -316.1% | +56.0% |
| All | +700.8% | +244.0% | +456.8% | +442.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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