+390.2%
LLY vs KR
+36.6%
+353.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.1% |
| 7D | -3.1% | -3.1% | 0.0% | -2.9% |
| 30D | -8.6% | +0.6% | -9.2% | -8.7% |
| 3M | -1.6% | -9.8% | +8.1% | -1.0% |
| 6M | +11.8% | -22.1% | +34.0% | +13.5% |
| YTD | +5.1% | -8.1% | +13.2% | +5.5% |
| 1Y | +50.7% | -14.7% | +65.4% | +51.9% |
| 3Y | +95.7% | +28.6% | +67.1% | +88.1% |
| 5Y | +390.2% | +36.4% | +353.8% | +368.6% |
| All | +390.2% | +36.6% | +353.6% | +368.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling