+37.7%
KR vs SGI
+51.7%
-14.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.7% |
| 7D | -0.2% | -4.5% | +4.3% | -0.2% |
| 30D | +5.1% | +4.2% | +0.9% | +5.1% |
| 3M | -8.2% | -7.4% | -0.7% | -8.3% |
| 6M | -18.0% | -15.1% | -2.9% | -17.9% |
| YTD | -4.8% | -24.7% | +19.9% | -4.5% |
| 1Y | -11.0% | -21.8% | +10.7% | -10.8% |
| 3Y | +37.7% | +50.0% | -12.4% | +35.3% |
| All | +37.7% | +51.7% | -14.1% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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