-13.4%
KR vs STT
+77.0%
-90.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.8% |
| 7D | -2.7% | -1.4% | -1.3% | -2.9% |
| 30D | +1.9% | +2.2% | -0.2% | +2.4% |
| 3M | -11.0% | +18.8% | -29.9% | -7.7% |
| 6M | -20.2% | +57.9% | -78.1% | -12.0% |
| YTD | -7.3% | +51.0% | -58.3% | +1.9% |
| All | -13.4% | +77.0% | -90.4% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling