+5,222.5%
KR vs STT
+6,607.8%
-1,385.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.4% |
| 7D | +4.6% | +4.8% | -0.2% | +3.8% |
| 30D | +12.2% | +3.9% | +8.3% | +11.4% |
| 3M | +24.6% | -8.2% | +32.7% | +26.2% |
| 6M | +8.2% | +15.6% | -7.4% | +5.2% |
| YTD | +15.3% | +37.6% | -22.4% | +8.3% |
| 1Y | +9.8% | +50.1% | -40.4% | +1.5% |
| 3Y | +71.4% | +183.1% | -111.7% | +40.1% |
| 5Y | +85.1% | +104.8% | -19.8% | +56.9% |
| 10Y | +159.4% | +201.9% | -42.5% | +93.9% |
| All | +5,222.5% | +6,607.8% | -1,385.2% | +1,227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling