+133.4%
KR vs SM
+23.0%
+110.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -0.2% | +4.6% | -4.7% | -0.3% |
| 30D | +5.1% | +18.2% | -13.2% | +4.6% |
| 3M | -8.2% | +22.5% | -30.7% | -8.7% |
| 6M | -18.0% | +50.6% | -68.5% | -18.9% |
| YTD | -4.8% | +108.1% | -112.9% | -6.5% |
| 1Y | -11.0% | +46.0% | -57.0% | -12.1% |
| 3Y | +37.7% | +2.9% | +34.8% | +36.5% |
| 5Y | +52.8% | +112.6% | -59.8% | +48.5% |
| All | +133.4% | +23.0% | +110.4% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling