+718.6%
KR vs STLA
+263.8%
+454.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | +0.1% |
| 7D | +1.5% | +2.6% | -1.1% | +1.4% |
| 30D | +4.1% | -1.2% | +5.3% | +4.1% |
| 3M | -5.2% | -24.8% | +19.5% | -4.5% |
| 6M | -12.8% | -25.6% | +12.8% | -12.2% |
| YTD | -4.6% | -48.9% | +44.3% | -2.9% |
| 1Y | -11.7% | -38.8% | +27.1% | -10.9% |
| 3Y | +36.3% | -64.5% | +100.8% | +39.8% |
| 5Y | +40.0% | -62.4% | +102.4% | +42.2% |
| 10Y | +122.2% | +55.4% | +66.8% | +105.8% |
| All | +718.6% | +263.8% | +454.8% | +595.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling