+52.0%
KR vs SITM
+187.3%
-135.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.8% | +2.9% |
| 7D | -0.2% | +3.9% | -4.0% | 0.0% |
| 30D | +5.1% | -6.6% | +11.6% | +4.9% |
| 3M | -8.2% | -11.9% | +3.7% | -8.1% |
| 6M | -18.0% | +81.1% | -99.1% | -15.7% |
| YTD | -4.8% | +80.0% | -84.7% | -2.0% |
| 1Y | -11.0% | +145.8% | -156.9% | -7.5% |
| 3Y | +37.7% | +475.9% | -438.2% | +45.8% |
| All | +52.0% | +187.3% | -135.3% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling