+1,449.6%
NET vs KR
+167.2%
+1,282.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | +1.5% | -8.5% | -6.9% |
| 30D | -4.8% | +4.1% | -8.9% | -4.6% |
| 3M | +3.8% | -5.2% | +9.0% | +3.6% |
| 6M | +50.0% | -12.8% | +62.8% | +49.4% |
| YTD | +41.5% | -4.6% | +46.1% | +41.5% |
| 1Y | +32.8% | -11.7% | +44.5% | +32.7% |
| 3Y | +335.9% | +36.3% | +299.6% | +326.9% |
| 5Y | +113.8% | +40.0% | +73.8% | +111.9% |
| All | +1,449.6% | +167.2% | +1,282.3% | +1,303.0% |
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