+6.7%
XYZ vs KR
-13.3%
+20.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.7% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | +1.2% | +5.1% | -3.9% | +2.2% |
| 3M | +14.6% | -8.2% | +22.8% | +11.3% |
| 6M | +22.6% | -18.0% | +40.6% | +15.8% |
| YTD | +21.7% | -4.8% | +26.5% | +19.2% |
| 1Y | +6.7% | -11.0% | +17.7% | +4.4% |
| All | +6.7% | -13.3% | +20.0% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling