+71.4%
KR vs STT
+182.6%
-111.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.4% |
| 7D | +4.6% | +4.8% | -0.2% | +4.9% |
| 30D | +12.2% | +3.9% | +8.3% | +12.5% |
| 3M | +24.6% | -8.2% | +32.7% | +23.9% |
| 6M | +8.2% | +15.6% | -7.4% | +9.1% |
| YTD | +15.3% | +37.6% | -22.4% | +17.2% |
| 1Y | +9.8% | +50.1% | -40.4% | +11.5% |
| 3Y | +71.4% | +183.1% | -111.7% | +60.9% |
| All | +71.4% | +182.6% | -111.2% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling