+36.4%
KR vs STRL
+2,102.6%
-2,066.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.4% |
| 7D | -3.1% | +8.2% | -11.3% | -2.8% |
| 30D | +0.6% | -6.3% | +6.9% | +0.5% |
| 3M | -9.8% | -41.2% | +31.4% | -10.8% |
| 6M | -22.1% | +20.4% | -42.5% | -22.2% |
| YTD | -8.1% | +61.7% | -69.8% | -8.2% |
| 1Y | -14.7% | +72.7% | -87.4% | -15.0% |
| 3Y | +28.6% | +530.9% | -502.4% | +19.9% |
| 5Y | +36.4% | +2,125.4% | -2,089.0% | +2.8% |
| All | +36.4% | +2,102.6% | -2,066.3% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling