-7.5%
T vs KR
-13.3%
+5.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.1% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +7.5% | +5.1% | +2.4% | +5.8% |
| 3M | +14.8% | -8.2% | +23.0% | +17.1% |
| 6M | -1.7% | -18.0% | +16.2% | +3.0% |
| YTD | +8.7% | -4.8% | +13.5% | +9.1% |
| 1Y | -7.5% | -11.0% | +3.6% | -6.2% |
| All | -7.5% | -13.3% | +5.8% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling