+133.4%
KR vs STZ
-11.3%
+144.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.8% |
| 7D | -0.2% | -4.5% | +4.3% | +0.4% |
| 30D | +5.1% | -8.6% | +13.6% | +6.1% |
| 3M | -8.2% | -13.8% | +5.6% | -6.6% |
| 6M | -18.0% | -17.2% | -0.8% | -16.4% |
| YTD | -4.8% | -9.4% | +4.6% | -4.0% |
| 1Y | -11.0% | -11.9% | +0.8% | -10.1% |
| 3Y | +37.7% | -49.6% | +87.3% | +47.3% |
| 5Y | +52.8% | -37.2% | +89.9% | +60.0% |
| All | +133.4% | -11.3% | +144.7% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling