+48.8%
KR vs SM
+108.0%
-59.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -2.7% | +2.1% | -4.8% | -2.8% |
| 30D | +1.9% | +18.1% | -16.2% | +1.2% |
| 3M | -11.0% | +17.0% | -28.0% | -11.8% |
| 6M | -20.2% | +55.4% | -75.6% | -21.9% |
| YTD | -7.3% | +108.6% | -115.8% | -10.3% |
| 1Y | -13.1% | +45.7% | -58.8% | -15.1% |
| 3Y | +29.7% | -0.3% | +30.1% | +28.3% |
| 5Y | +48.8% | +113.0% | -64.3% | +42.7% |
| All | +48.8% | +108.0% | -59.2% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling