+10.6%
KR vs SITM
+47.5%
-36.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.4% | +12.6% | +2.3% |
| 7D | +6.1% | -19.5% | +25.6% | +4.1% |
| 30D | +17.3% | -43.2% | +60.5% | +12.1% |
| 3M | +20.2% | -30.8% | +51.0% | +17.2% |
| 6M | +3.3% | -28.6% | +31.9% | +1.6% |
| YTD | +12.3% | +14.2% | -1.9% | +15.4% |
| 1Y | +10.6% | +44.4% | -33.8% | +14.7% |
| All | +10.6% | +47.5% | -36.9% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling