+29.6%
KR vs SN
+490.7%
-461.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.1% |
| 7D | +1.5% | -9.3% | +10.8% | +1.0% |
| 30D | +4.1% | -4.8% | +8.9% | +3.8% |
| 3M | -5.2% | +40.4% | -45.6% | -3.2% |
| 6M | -12.8% | +50.9% | -63.7% | -10.3% |
| YTD | -4.6% | +54.9% | -59.6% | -1.7% |
| 1Y | -11.7% | +43.0% | -54.7% | -9.5% |
| 3Y | +36.3% | +391.8% | -355.6% | +45.3% |
| All | +29.6% | +490.7% | -461.1% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling