+43.2%
TER vs KR
+10.2%
+33.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.2% | -10.0% | -3.6% |
| 7D | -19.9% | +6.1% | -25.9% | -14.6% |
| 30D | -43.5% | +17.3% | -60.9% | -33.3% |
| 3M | -37.8% | +20.2% | -57.9% | -24.0% |
| 6M | -25.6% | +3.3% | -28.9% | -14.3% |
| YTD | +29.8% | +12.3% | +17.5% | +49.1% |
| 1Y | +43.2% | +10.6% | +32.5% | +64.5% |
| All | +43.2% | +10.2% | +33.0% | +64.5% |
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