+640.4%
KR vs SW
+730.4%
-90.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | +5.3% | +4.7% | +0.7% | +5.3% |
| 30D | +18.9% | +5.0% | +13.9% | +18.9% |
| 3M | +23.3% | -7.3% | +30.7% | +23.3% |
| 6M | +5.0% | +15.0% | -10.0% | +5.0% |
| YTD | +13.0% | +18.5% | -5.5% | +13.0% |
| 1Y | +12.4% | +27.1% | -14.7% | +12.4% |
| 3Y | +63.6% | +49.3% | +14.3% | +63.2% |
| 5Y | +82.9% | -1.6% | +84.5% | +82.4% |
| 10Y | +176.8% | +185.4% | -8.6% | +171.1% |
| All | +640.4% | +730.4% | -90.0% | +649.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling