+133.4%
KR vs SBAC
+87.1%
+46.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.4% |
| 7D | -0.2% | -2.1% | +1.9% | +0.2% |
| 30D | +5.1% | +2.0% | +3.0% | +4.7% |
| 3M | -8.2% | -8.3% | +0.1% | -7.0% |
| 6M | -18.0% | +0.3% | -18.3% | -18.4% |
| YTD | -4.8% | -2.2% | -2.6% | -4.9% |
| 1Y | -11.0% | -4.6% | -6.4% | -10.9% |
| 3Y | +37.7% | -8.3% | +46.0% | +37.7% |
| 5Y | +52.8% | -42.8% | +95.6% | +61.4% |
| All | +133.4% | +87.1% | +46.3% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling