+743.0%
KR vs SNY
+241.9%
+501.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.2% | -3.3% | +3.2% | +0.6% |
| 30D | +5.1% | -2.2% | +7.2% | +5.6% |
| 3M | -8.2% | -3.0% | -5.1% | -7.5% |
| 6M | -18.0% | +2.7% | -20.7% | -18.7% |
| YTD | -4.8% | -6.8% | +2.1% | -3.6% |
| 1Y | -11.0% | -5.3% | -5.8% | -10.5% |
| 3Y | +37.7% | -9.8% | +47.4% | +37.2% |
| 5Y | +52.8% | +9.7% | +43.1% | +42.8% |
| 10Y | +128.8% | +64.5% | +64.3% | +86.4% |
| All | +743.0% | +241.9% | +501.0% | +392.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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