-11.0%
KR vs SN
+38.1%
-49.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.6% |
| 7D | -0.2% | -7.3% | +7.1% | -0.8% |
| 30D | +5.1% | -13.6% | +18.7% | +3.7% |
| 3M | -8.2% | +18.6% | -26.7% | -6.4% |
| 6M | -18.0% | +46.0% | -64.0% | -14.2% |
| YTD | -4.8% | +43.7% | -48.5% | -0.7% |
| 1Y | -11.0% | +39.2% | -50.2% | -7.8% |
| All | -11.0% | +38.1% | -49.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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