+482.5%
KR vs SBAC
+2,175.2%
-1,692.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -3.1% | +0.2% | -3.2% | -3.1% |
| 30D | +0.6% | +3.9% | -3.2% | +0.4% |
| 3M | -9.8% | -8.2% | -1.6% | -9.3% |
| 6M | -22.1% | -2.8% | -19.3% | -22.1% |
| YTD | -8.1% | -1.5% | -6.6% | -8.2% |
| 1Y | -14.7% | 0.0% | -14.7% | -14.8% |
| 3Y | +28.6% | -8.4% | +37.0% | +28.6% |
| 5Y | +36.4% | -43.5% | +79.9% | +39.9% |
| 10Y | +120.8% | +86.9% | +33.9% | +109.9% |
| All | +482.5% | +2,175.2% | -1,692.8% | +337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling