+34.0%
KR vs STLA
-66.9%
+100.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -2.7% | -3.8% | +1.2% | -2.9% |
| 30D | +1.9% | -3.1% | +5.1% | +1.8% |
| 3M | -11.0% | -19.6% | +8.6% | -12.0% |
| 6M | -20.2% | -23.5% | +3.3% | -21.2% |
| YTD | -7.3% | -51.5% | +44.2% | -10.1% |
| 1Y | -13.1% | -39.7% | +26.5% | -14.8% |
| All | +34.0% | -66.9% | +100.9% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling