+10.6%
KR vs Z
-54.2%
+64.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.2% | +3.0% |
| 7D | +6.1% | +10.2% | -4.1% | +5.9% |
| 30D | +17.3% | +23.7% | -6.3% | +17.5% |
| 3M | +20.2% | -6.6% | +26.7% | +18.9% |
| 6M | +3.3% | -23.0% | +26.4% | -1.0% |
| YTD | +12.3% | -50.3% | +62.6% | +3.7% |
| 1Y | +10.6% | -53.6% | +64.2% | +2.4% |
| All | +10.6% | -54.2% | +64.8% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling