+81.4%
TER vs KR
+82.5%
-1.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.6% |
| 7D | +24.0% | +0.5% | +23.4% | +24.2% |
| 30D | -30.6% | +14.9% | -45.6% | -27.4% |
| 3M | -34.5% | +25.4% | -59.9% | -29.6% |
| 6M | -26.4% | +9.3% | -35.7% | -22.1% |
| YTD | +36.4% | +13.7% | +22.8% | +44.4% |
| 1Y | +47.4% | +9.2% | +38.2% | +55.6% |
| 3Y | +202.6% | +70.1% | +132.5% | +210.4% |
| All | +81.4% | +82.5% | -1.0% | +97.2% |
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 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