+2,766.5%
KR vs STRL
+19,359.6%
-16,593.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | 0.0% |
| 7D | +1.5% | +3.4% | -1.9% | +1.4% |
| 30D | +4.1% | -9.2% | +13.3% | +4.3% |
| 3M | -5.2% | -51.0% | +45.8% | -3.9% |
| 6M | -12.8% | +15.8% | -28.5% | -13.9% |
| YTD | -4.6% | +58.9% | -63.5% | -6.6% |
| 1Y | -11.7% | +68.5% | -80.2% | -13.9% |
| 3Y | +36.3% | +485.2% | -449.0% | +27.3% |
| 5Y | +40.0% | +2,005.1% | -1,965.1% | +25.7% |
| 10Y | +122.2% | +7,118.0% | -6,995.8% | +90.2% |
| All | +2,766.5% | +19,359.6% | -16,593.1% | +1,792.0% |
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