+48.8%
KR vs Z
-66.6%
+115.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +0.9% |
| 7D | -2.7% | -11.6% | +8.9% | -2.9% |
| 30D | +1.9% | -8.5% | +10.4% | +1.8% |
| 3M | -11.0% | -7.9% | -3.1% | -11.2% |
| 6M | -20.2% | -29.1% | +8.9% | -20.8% |
| YTD | -7.3% | -54.2% | +46.9% | -8.5% |
| 1Y | -13.1% | -63.5% | +50.4% | -14.5% |
| 3Y | +29.7% | -38.6% | +68.3% | +28.4% |
| 5Y | +48.8% | -66.0% | +114.7% | +34.1% |
| All | +48.8% | -66.6% | +115.3% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling