-52.7%
TEAM vs KR
+41.9%
-94.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.1% |
| 7D | -7.8% | -2.7% | -5.1% | -7.9% |
| 30D | +16.5% | +1.9% | +14.6% | +16.6% |
| 3M | +96.2% | -11.0% | +107.2% | +94.8% |
| 6M | +130.2% | -20.2% | +150.4% | +127.8% |
| YTD | +10.7% | -7.3% | +18.0% | +10.5% |
| 1Y | +3.0% | -13.1% | +16.1% | +2.6% |
| 3Y | -13.1% | +29.7% | -42.8% | -15.8% |
| 5Y | -52.7% | +48.8% | -101.5% | -54.9% |
| All | -52.7% | +41.9% | -94.7% | -54.9% |
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 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