+52.0%
KR vs SRE
+45.6%
+6.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | -0.2% | -0.8% | +0.7% | 0.0% |
| 30D | +5.1% | -3.0% | +8.1% | +5.5% |
| 3M | -8.2% | -8.3% | +0.2% | -6.7% |
| 6M | -18.0% | -8.9% | -9.1% | -16.7% |
| YTD | -4.8% | -4.3% | -0.5% | -4.3% |
| 1Y | -11.0% | +2.7% | -13.8% | -12.0% |
| 3Y | +37.7% | +28.7% | +9.0% | +24.5% |
| All | +52.0% | +45.6% | +6.5% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling