-11.7%
KR vs Z
-58.8%
+47.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.1% |
| 7D | +1.5% | -3.0% | +4.5% | +1.4% |
| 30D | +4.1% | -4.2% | +8.3% | +3.8% |
| 3M | -5.2% | -3.7% | -1.5% | -5.9% |
| 6M | -12.8% | -24.5% | +11.7% | -15.2% |
| YTD | -4.6% | -49.3% | +44.7% | -8.4% |
| 1Y | -11.7% | -58.7% | +47.0% | -14.2% |
| All | -11.7% | -58.8% | +47.1% | -14.2% |
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