+196.2%
ON vs KR
+818.3%
-622.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.1% | -3.9% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | -12.4% | +1.5% | -14.0% | -12.8% |
| 3M | -41.2% | -8.5% | -32.7% | -40.4% |
| 6M | +25.0% | -21.9% | +46.9% | +30.6% |
| YTD | +31.3% | -6.9% | +38.1% | +31.0% |
| 1Y | +45.4% | -14.0% | +59.4% | +47.4% |
| 3Y | -27.4% | +30.3% | -57.7% | -35.7% |
| 5Y | +58.5% | +37.7% | +20.8% | +34.4% |
| 10Y | +561.8% | +125.2% | +436.6% | +340.1% |
| All | +196.2% | +818.3% | -622.1% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling