+37.7%
KR vs SUI
-32.1%
+69.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | -1.3% | -3.1% | +1.8% | -0.6% |
| 30D | +1.5% | -2.3% | +3.8% | +2.0% |
| 3M | -8.5% | -2.8% | -5.7% | -7.9% |
| 6M | -21.9% | -12.4% | -9.5% | -19.9% |
| YTD | -6.9% | -3.3% | -3.6% | -6.3% |
| 1Y | -14.0% | -5.8% | -8.2% | -13.1% |
| 3Y | +30.3% | +12.5% | +17.8% | +25.7% |
| 5Y | +37.7% | -32.9% | +70.6% | +48.2% |
| All | +37.7% | -32.1% | +69.9% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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