+68.3%
T vs KR
+41.9%
+26.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -2.4% | -2.7% | +0.2% | -1.9% |
| 30D | +4.3% | +1.9% | +2.3% | +3.9% |
| 3M | +11.6% | -11.0% | +22.6% | +14.1% |
| 6M | -5.6% | -20.2% | +14.6% | -1.4% |
| YTD | +6.6% | -7.3% | +13.8% | +7.9% |
| 1Y | -8.4% | -13.1% | +4.7% | -6.2% |
| 3Y | +107.8% | +29.7% | +78.1% | +99.2% |
| 5Y | +68.3% | +48.8% | +19.5% | +56.7% |
| All | +68.3% | +41.9% | +26.3% | +56.7% |
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