+52.0%
KR vs SONY
+9.6%
+42.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.7% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | +5.1% | +1.5% | +3.5% | +5.0% |
| 3M | -8.2% | +13.0% | -21.2% | -8.3% |
| 6M | -18.0% | +11.2% | -29.2% | -18.1% |
| YTD | -4.8% | -6.6% | +1.9% | -4.7% |
| 1Y | -11.0% | -18.1% | +7.1% | -10.9% |
| 3Y | +37.7% | +42.1% | -4.4% | +35.3% |
| All | +52.0% | +9.6% | +42.4% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 5y: compounded portfolio wealth divided by compounded SONY 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…
5y analysis · Full analysis span regression · 6 months rolling