+84.1%
KR vs STZ
-29.4%
+113.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +4.6% | +2.6% | +2.0% | +4.0% |
| 30D | +12.2% | +15.2% | -3.0% | +9.1% |
| 3M | +24.6% | +7.6% | +16.9% | +22.5% |
| 6M | +8.2% | +5.3% | +2.9% | +6.7% |
| YTD | +15.3% | +8.6% | +6.6% | +12.4% |
| 1Y | +9.8% | +15.6% | -5.8% | +5.6% |
| 3Y | +71.4% | -35.2% | +106.5% | +84.4% |
| All | +84.1% | -29.4% | +113.4% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling