+1,560.7%
LLY vs KR
+123.5%
+1,437.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -3.2% | -2.7% | -0.5% | -2.8% |
| 30D | -7.4% | +1.9% | -9.4% | -7.7% |
| 3M | -1.0% | -11.0% | +10.0% | +0.2% |
| 6M | +12.5% | -20.2% | +32.7% | +15.3% |
| YTD | +5.0% | -7.3% | +12.3% | +5.6% |
| 1Y | +49.8% | -13.1% | +62.9% | +51.6% |
| 3Y | +95.5% | +29.7% | +65.7% | +85.4% |
| 5Y | +390.7% | +48.8% | +341.9% | +350.9% |
| All | +1,560.7% | +123.5% | +1,437.2% | +1,346.1% |
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