+3,678.0%
KR vs STZ
+9,075.1%
-5,397.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.2% | -1.6% |
| 7D | -1.3% | -7.4% | +6.1% | -0.3% |
| 30D | +1.5% | -10.9% | +12.4% | +3.1% |
| 3M | -8.5% | -13.4% | +4.9% | -6.8% |
| 6M | -21.9% | -16.2% | -5.7% | -20.2% |
| YTD | -6.9% | -10.4% | +3.6% | -5.8% |
| 1Y | -14.0% | -14.8% | +0.8% | -12.6% |
| 3Y | +30.3% | -50.1% | +80.4% | +41.3% |
| 5Y | +37.7% | -38.8% | +76.5% | +44.8% |
| 10Y | +125.2% | -14.1% | +139.3% | +119.9% |
| All | +3,678.0% | +9,075.1% | -5,397.1% | +1,922.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling