+597.9%
XYZ vs KR
+123.5%
+474.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -5.2% | -2.7% | -2.5% | -5.2% |
| 30D | 0.0% | +1.9% | -1.9% | 0.0% |
| 3M | +18.7% | -11.0% | +29.7% | +18.5% |
| 6M | +20.5% | -20.2% | +40.7% | +20.3% |
| YTD | +21.5% | -7.3% | +28.8% | +21.2% |
| 1Y | +7.2% | -13.1% | +20.3% | +7.0% |
| 3Y | +49.0% | +29.7% | +19.2% | +46.1% |
| 5Y | -68.1% | +48.8% | -116.9% | -68.7% |
| All | +597.9% | +123.5% | +474.4% | +565.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling