+369.0%
LIN vs KR
+124.0%
+244.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.2% |
| 7D | -4.0% | -3.1% | -0.9% | -3.6% |
| 30D | -4.9% | +0.6% | -5.5% | -5.0% |
| 3M | -9.2% | -9.8% | +0.6% | -8.3% |
| 6M | -2.6% | -22.1% | +19.6% | -0.1% |
| YTD | +10.5% | -8.1% | +18.6% | +11.2% |
| 1Y | -0.1% | -14.7% | +14.6% | +1.2% |
| 3Y | +25.4% | +28.6% | -3.2% | +21.0% |
| 5Y | +59.7% | +36.4% | +23.3% | +52.2% |
| 10Y | +369.0% | +120.8% | +248.2% | +327.1% |
| All | +369.0% | +124.0% | +244.9% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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