+32.8%
KR vs SN
+368.4%
-335.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.5% |
| 7D | -3.1% | -3.4% | +0.3% | -3.3% |
| 30D | +0.6% | -9.1% | +9.7% | +0.1% |
| 3M | -9.8% | +31.8% | -41.6% | -8.2% |
| 6M | -22.1% | +52.0% | -74.2% | -19.8% |
| YTD | -8.1% | +51.3% | -59.4% | -5.4% |
| 1Y | -14.7% | +46.9% | -61.5% | -12.4% |
| All | +32.8% | +368.4% | -335.6% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling