+52.0%
KR vs NSC
+42.7%
+9.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.9% |
| 7D | -0.2% | -2.8% | +2.6% | +0.4% |
| 30D | +5.1% | -4.5% | +9.6% | +5.9% |
| 3M | -8.2% | +3.5% | -11.7% | -8.9% |
| 6M | -18.0% | +8.5% | -26.5% | -19.5% |
| YTD | -4.8% | +12.3% | -17.1% | -7.2% |
| 1Y | -11.0% | +18.9% | -30.0% | -14.4% |
| 3Y | +37.7% | +74.1% | -36.5% | +17.9% |
| All | +52.0% | +42.7% | +9.4% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling