+133.4%
KR vs Z
-2.5%
+135.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.3% | +2.7% |
| 7D | -0.2% | -6.0% | +5.9% | -0.2% |
| 30D | +5.1% | -2.3% | +7.3% | +5.1% |
| 3M | -8.2% | -0.6% | -7.5% | -8.2% |
| 6M | -18.0% | -27.6% | +9.6% | -18.1% |
| YTD | -4.8% | -52.4% | +47.6% | -4.9% |
| 1Y | -11.0% | -63.6% | +52.6% | -11.1% |
| 3Y | +37.7% | -36.4% | +74.1% | +37.1% |
| 5Y | +52.8% | -64.6% | +117.4% | +51.4% |
| All | +133.4% | -2.5% | +135.8% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling