-11.7%
KR vs SPG
+21.3%
-33.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +1.5% | -2.4% | +3.9% | +1.8% |
| 30D | +4.1% | -6.8% | +10.9% | +4.9% |
| 3M | -5.2% | +2.7% | -7.9% | -4.4% |
| 6M | -12.8% | +5.5% | -18.2% | -11.3% |
| YTD | -4.6% | +15.7% | -20.3% | -5.8% |
| 1Y | -11.7% | +20.9% | -32.5% | -13.3% |
| All | -11.7% | +21.3% | -33.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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