+48.8%
KR vs SPG
+103.4%
-54.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | +1.9% | -5.8% | +7.7% | +2.5% |
| 3M | -11.0% | -2.8% | -8.2% | -10.8% |
| 6M | -20.2% | +8.9% | -29.1% | -20.8% |
| YTD | -7.3% | +14.3% | -21.6% | -8.5% |
| 1Y | -13.1% | +19.5% | -32.6% | -14.6% |
| 3Y | +29.7% | +106.9% | -77.1% | +15.7% |
| 5Y | +48.8% | +108.7% | -60.0% | +29.6% |
| All | +48.8% | +103.4% | -54.6% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling