-25.1%
TGT vs KR
+52.3%
-77.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.6% |
| 7D | -5.2% | -0.2% | -5.1% | -5.2% |
| 30D | +1.2% | +5.1% | -3.9% | -0.1% |
| 3M | +18.4% | -8.2% | +26.5% | +20.7% |
| 6M | +33.4% | -18.0% | +51.4% | +39.6% |
| YTD | +63.8% | -4.8% | +68.6% | +64.4% |
| 1Y | +77.2% | -11.0% | +88.2% | +80.8% |
| 3Y | +41.8% | +37.7% | +4.1% | +21.1% |
| All | -25.1% | +52.3% | -77.4% | -36.0% |
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