+52.0%
KR vs SU
+348.9%
-296.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.2% | +2.2% | -2.4% | -0.4% |
| 30D | +5.1% | +8.4% | -3.4% | +4.3% |
| 3M | -8.2% | +12.1% | -20.2% | -9.2% |
| 6M | -18.0% | +19.7% | -37.7% | -19.4% |
| YTD | -4.8% | +58.4% | -63.2% | -8.6% |
| 1Y | -11.0% | +67.2% | -78.3% | -15.0% |
| 3Y | +37.7% | +125.0% | -87.4% | +26.8% |
| All | +52.0% | +348.9% | -296.9% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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