+133.4%
KR vs SPG
+64.5%
+68.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.2% | -1.2% | +1.0% | -0.1% |
| 30D | +5.1% | -6.1% | +11.2% | +5.3% |
| 3M | -8.2% | -3.6% | -4.5% | -8.0% |
| 6M | -18.0% | +10.4% | -28.4% | -18.3% |
| YTD | -4.8% | +14.4% | -19.1% | -5.3% |
| 1Y | -11.0% | +16.5% | -27.6% | -11.6% |
| 3Y | +37.7% | +106.8% | -69.1% | +32.9% |
| 5Y | +52.8% | +108.9% | -56.1% | +46.9% |
| All | +133.4% | +64.5% | +68.9% | +175.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling