+5,909.9%
TGT vs KR
+4,483.4%
+1,426.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.7% |
| 7D | -5.2% | -0.2% | -5.1% | -5.2% |
| 30D | +1.2% | +5.1% | -3.9% | -0.2% |
| 3M | +18.4% | -8.2% | +26.5% | +21.1% |
| 6M | +33.4% | -18.0% | +51.4% | +40.7% |
| YTD | +63.8% | -4.8% | +68.6% | +64.9% |
| 1Y | +77.2% | -11.0% | +88.2% | +81.6% |
| 3Y | +41.8% | +37.7% | +4.1% | +25.2% |
| 5Y | -25.5% | +52.8% | -78.3% | -36.9% |
| 10Y | +204.9% | +128.8% | +76.1% | +117.9% |
| All | +5,909.9% | +4,483.4% | +1,426.5% | +1,733.4% |
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