+133.4%
KR vs STLA
+55.1%
+78.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.7% |
| 7D | -0.2% | -2.9% | +2.7% | -0.2% |
| 30D | +5.1% | +0.9% | +4.1% | +5.0% |
| 3M | -8.2% | -21.6% | +13.5% | -8.1% |
| 6M | -18.0% | -21.6% | +3.6% | -18.0% |
| YTD | -4.8% | -50.4% | +45.6% | -4.4% |
| 1Y | -11.0% | -43.6% | +32.5% | -10.9% |
| 3Y | +37.7% | -66.4% | +104.1% | +39.5% |
| 5Y | +52.8% | -62.3% | +115.1% | +53.3% |
| All | +133.4% | +55.1% | +78.3% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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