+3,363.9%
KR vs STRL
+11,595.6%
-8,231.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.5% |
| 7D | +4.6% | +15.7% | -11.1% | +4.2% |
| 30D | +12.2% | -35.5% | +47.7% | +13.1% |
| 3M | +24.6% | -47.1% | +71.7% | +25.9% |
| 6M | +8.2% | -65.8% | +74.0% | +10.1% |
| YTD | +15.3% | -4.5% | +19.8% | +13.8% |
| 1Y | +9.8% | -10.5% | +20.2% | +8.4% |
| 3Y | +71.4% | +340.6% | -269.3% | +60.6% |
| 5Y | +85.1% | +911.0% | -826.0% | +68.6% |
| 10Y | +159.4% | +3,727.1% | -3,567.7% | +124.7% |
| All | +3,363.9% | +11,595.6% | -8,231.7% | +2,205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling