+763.1%
PM vs KR
+585.5%
+177.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | +1.5% | -6.4% | -5.2% |
| 30D | -3.4% | +4.1% | -7.5% | -4.2% |
| 3M | +5.2% | -5.2% | +10.4% | +6.2% |
| 6M | +3.7% | -12.8% | +16.5% | +6.4% |
| YTD | +15.8% | -4.6% | +20.4% | +16.3% |
| 1Y | +17.4% | -11.7% | +29.0% | +19.8% |
| 3Y | +116.9% | +36.3% | +80.7% | +100.4% |
| 5Y | +117.3% | +40.0% | +77.3% | +95.8% |
| 10Y | +193.8% | +122.2% | +71.6% | +125.8% |
| All | +763.1% | +585.5% | +177.6% | +318.9% |
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