+133.4%
KR vs SRE
+122.3%
+11.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | -0.2% | -0.8% | +0.7% | -0.1% |
| 30D | +5.1% | -3.0% | +8.1% | +5.3% |
| 3M | -8.2% | -8.3% | +0.2% | -7.4% |
| 6M | -18.0% | -8.9% | -9.1% | -17.3% |
| YTD | -4.8% | -4.3% | -0.5% | -4.5% |
| 1Y | -11.0% | +2.7% | -13.8% | -11.5% |
| 3Y | +37.7% | +28.7% | +9.0% | +32.6% |
| 5Y | +52.8% | +47.1% | +5.6% | +46.1% |
| All | +133.4% | +122.3% | +11.1% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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