+154.6%
KR vs SW
+182.3%
-27.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +0.8% | -2.6% | +3.3% | +0.7% |
| 30D | +11.1% | +7.2% | +3.9% | +11.2% |
| 3M | +24.4% | -10.5% | +34.8% | +24.2% |
| 6M | +8.5% | +9.9% | -1.3% | +8.8% |
| YTD | +13.1% | +17.2% | -4.1% | +13.5% |
| 1Y | +9.3% | +26.5% | -17.2% | +9.7% |
| 3Y | +69.3% | +47.7% | +21.6% | +69.9% |
| 5Y | +83.2% | +0.2% | +83.0% | +83.3% |
| 10Y | +154.6% | +182.3% | -27.7% | +144.6% |
| All | +154.6% | +182.3% | -27.7% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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