-24.0%
NKE vs KR
+129.5%
-153.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.2% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | -8.2% | +5.1% | -13.2% | -8.6% |
| 3M | -19.1% | -8.2% | -10.9% | -18.6% |
| 6M | -32.6% | -18.0% | -14.6% | -31.6% |
| YTD | -40.7% | -4.8% | -35.9% | -40.6% |
| 1Y | -48.9% | -11.0% | -37.8% | -48.5% |
| 3Y | -59.2% | +37.7% | -96.9% | -61.4% |
| 5Y | -75.3% | +52.8% | -128.1% | -77.0% |
| All | -24.0% | +129.5% | -153.5% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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