+566.1%
XYZ vs KR
+155.5%
+410.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.0% |
| 7D | -2.1% | +0.5% | -2.7% | -2.1% |
| 30D | +7.0% | +14.9% | -7.9% | +7.2% |
| 3M | +5.1% | +25.4% | -20.3% | +5.3% |
| 6M | +14.1% | +9.3% | +4.7% | +14.1% |
| YTD | +26.4% | +13.7% | +12.7% | +26.3% |
| 1Y | +25.1% | +9.2% | +15.9% | +25.0% |
| 3Y | +59.7% | +70.1% | -10.3% | +56.7% |
| 5Y | -63.8% | +82.5% | -146.3% | -64.5% |
| All | +566.1% | +155.5% | +410.6% | +522.7% |
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