+658.8%
KR vs SRE
+1,524.7%
-866.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +1.9% | -1.7% | +3.7% | +2.2% |
| 3M | -11.0% | -7.1% | -4.0% | -9.7% |
| 6M | -20.2% | -8.4% | -11.8% | -18.8% |
| YTD | -7.3% | -3.5% | -3.8% | -6.8% |
| 1Y | -13.1% | +5.4% | -18.5% | -14.6% |
| 3Y | +29.7% | +29.5% | +0.2% | +19.0% |
| 5Y | +48.8% | +48.3% | +0.4% | +31.3% |
| 10Y | +122.8% | +123.5% | -0.7% | +66.1% |
| All | +658.8% | +1,524.7% | -866.0% | +234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling