+524.8%
KR vs SW
+755.0%
-230.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | +0.1% |
| 7D | +1.5% | -5.1% | +6.6% | +1.5% |
| 30D | +4.1% | -4.6% | +8.7% | +4.1% |
| 3M | -5.2% | +9.4% | -14.6% | -5.2% |
| 6M | -12.8% | +3.5% | -16.3% | -12.7% |
| YTD | -4.6% | +22.0% | -26.6% | -4.6% |
| 1Y | -11.7% | +2.2% | -13.9% | -11.7% |
| 3Y | +36.3% | +19.6% | +16.7% | +36.1% |
| 5Y | +40.0% | -2.3% | +42.3% | +39.7% |
| 10Y | +122.2% | +181.4% | -59.2% | +117.8% |
| All | +524.8% | +755.0% | -230.2% | +532.4% |
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