+4,143.0%
KR vs NSC
+5,636.1%
-1,493.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | -3.1% | -2.0% | -1.0% | -2.6% |
| 30D | +0.6% | -3.2% | +3.8% | +1.3% |
| 3M | -9.8% | +3.9% | -13.7% | -10.7% |
| 6M | -22.1% | +7.8% | -29.9% | -23.6% |
| YTD | -8.1% | +13.4% | -21.5% | -11.0% |
| 1Y | -14.7% | +20.3% | -35.0% | -18.5% |
| 3Y | +28.6% | +76.1% | -47.5% | +11.0% |
| 5Y | +36.4% | +45.0% | -8.6% | +21.9% |
| 10Y | +120.8% | +335.7% | -215.0% | +45.7% |
| All | +4,143.0% | +5,636.1% | -1,493.1% | +830.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling