+34.0%
KR vs STRL
+513.3%
-479.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.8% |
| 7D | -2.7% | +5.4% | -8.1% | -2.3% |
| 30D | +1.9% | -9.0% | +10.9% | +1.5% |
| 3M | -11.0% | -37.1% | +26.0% | -12.8% |
| 6M | -20.2% | +17.8% | -38.0% | -19.1% |
| YTD | -7.3% | +58.3% | -65.6% | -4.9% |
| 1Y | -13.1% | +61.0% | -74.1% | -10.8% |
| All | +34.0% | +513.3% | -479.2% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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