+1,866.0%
T vs KR
+4,382.3%
-2,516.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | -1.5% | -1.3% | -0.3% | -1.3% |
| 30D | +7.6% | +1.5% | +6.1% | +7.3% |
| 3M | +15.3% | -8.5% | +23.8% | +17.2% |
| 6M | -8.5% | -21.9% | +13.4% | -4.3% |
| YTD | +6.8% | -6.9% | +13.6% | +7.9% |
| 1Y | -7.2% | -14.0% | +6.7% | -5.0% |
| 3Y | +108.2% | +30.3% | +78.0% | +96.2% |
| 5Y | +66.1% | +37.7% | +28.3% | +52.5% |
| 10Y | +65.3% | +125.2% | -59.9% | +32.9% |
| All | +1,866.0% | +4,382.3% | -2,516.3% | +768.6% |
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