-11.7%
KR vs NSC
+20.4%
-32.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +1.5% | -5.5% | +7.0% | +2.1% |
| 30D | +4.1% | -3.2% | +7.3% | +4.5% |
| 3M | -5.2% | +7.7% | -12.9% | -6.0% |
| 6M | -12.8% | +4.5% | -17.3% | -12.8% |
| YTD | -4.6% | +15.6% | -20.2% | -7.1% |
| 1Y | -11.7% | +19.8% | -31.5% | -14.3% |
| All | -11.7% | +20.4% | -32.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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