+847.2%
KR vs SGI
+2,073.9%
-1,226.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.3% |
| 7D | -1.3% | +9.3% | -10.6% | -2.0% |
| 30D | +1.5% | +6.9% | -5.4% | +0.9% |
| 3M | -8.5% | +2.8% | -11.4% | -8.9% |
| 6M | -21.9% | -12.6% | -9.3% | -21.4% |
| YTD | -6.9% | -21.5% | +14.7% | -5.6% |
| 1Y | -14.0% | -18.8% | +4.8% | -13.2% |
| 3Y | +30.3% | +60.8% | -30.5% | +22.9% |
| 5Y | +37.7% | +60.0% | -22.3% | +27.9% |
| 10Y | +125.2% | +267.8% | -142.7% | +83.1% |
| All | +847.2% | +2,073.9% | -1,226.7% | +453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling