+4,382.3%
KR vs SM
+1,670.2%
+2,712.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.5% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +1.5% | +31.5% | -30.0% | +0.3% |
| 3M | -8.5% | +17.3% | -25.9% | -9.3% |
| 6M | -21.9% | +48.5% | -70.4% | -23.3% |
| YTD | -6.9% | +106.3% | -113.1% | -9.8% |
| 1Y | -14.0% | +47.3% | -61.3% | -15.7% |
| 3Y | +30.3% | -1.4% | +31.7% | +28.5% |
| 5Y | +37.7% | +114.0% | -76.3% | +30.1% |
| 10Y | +125.2% | +12.5% | +112.7% | +100.2% |
| All | +4,382.3% | +1,670.2% | +2,712.1% | +2,976.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling