+92.7%
LLY vs KR
+28.8%
+63.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | 0.0% |
| 7D | -3.1% | -3.1% | 0.0% | -3.1% |
| 30D | -8.6% | +0.6% | -9.2% | -8.6% |
| 3M | -1.6% | -9.8% | +8.1% | -1.6% |
| 6M | +11.8% | -22.1% | +34.0% | +11.6% |
| YTD | +5.1% | -8.1% | +13.2% | +5.3% |
| 1Y | +50.7% | -14.7% | +65.4% | +50.5% |
| All | +92.7% | +28.8% | +63.9% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling