-68.6%
XYZ vs KR
+38.2%
-106.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -3.3% |
| 7D | +2.9% | -1.3% | +4.1% | +2.8% |
| 30D | +1.4% | +1.5% | -0.1% | +1.5% |
| 3M | +14.6% | -8.5% | +23.1% | +14.0% |
| 6M | +20.8% | -21.9% | +42.6% | +19.6% |
| YTD | +23.1% | -6.9% | +29.9% | +22.3% |
| 1Y | +5.6% | -14.0% | +19.6% | +4.9% |
| 3Y | +50.9% | +30.3% | +20.6% | +44.0% |
| 5Y | -68.6% | +37.7% | -106.3% | -69.9% |
| All | -68.6% | +38.2% | -106.7% | -69.9% |
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