+37.7%
KR vs NSC
+73.4%
-35.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.8% |
| 7D | -0.2% | -2.8% | +2.6% | +0.1% |
| 30D | +5.1% | -4.5% | +9.6% | +5.5% |
| 3M | -8.2% | +3.5% | -11.7% | -8.5% |
| 6M | -18.0% | +8.5% | -26.5% | -18.6% |
| YTD | -4.8% | +12.3% | -17.1% | -6.0% |
| 1Y | -11.0% | +18.9% | -30.0% | -12.7% |
| 3Y | +37.7% | +74.1% | -36.5% | +26.1% |
| All | +37.7% | +73.4% | -35.7% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling