+34.0%
KR vs STT
+194.3%
-160.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -2.7% | -1.4% | -1.3% | -2.7% |
| 30D | +1.9% | +2.2% | -0.2% | +2.1% |
| 3M | -11.0% | +18.8% | -29.9% | -10.3% |
| 6M | -20.2% | +57.9% | -78.1% | -18.7% |
| YTD | -7.3% | +51.0% | -58.3% | -5.6% |
| 1Y | -13.1% | +77.1% | -90.3% | -11.9% |
| All | +34.0% | +194.3% | -160.2% | +28.0% |
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