+36.4%
KR vs STT
+158.4%
-122.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.1% | +1.0% | -4.0% | -3.1% |
| 30D | +0.6% | +2.8% | -2.2% | +0.4% |
| 3M | -9.8% | +18.1% | -27.9% | -10.9% |
| 6M | -22.1% | +59.2% | -81.4% | -24.9% |
| YTD | -8.1% | +51.5% | -59.6% | -11.1% |
| 1Y | -14.7% | +75.7% | -90.3% | -18.8% |
| 3Y | +28.6% | +200.8% | -172.2% | +13.0% |
| 5Y | +36.4% | +155.8% | -119.4% | +16.1% |
| All | +36.4% | +158.4% | -122.0% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling