-40.9%
SE vs KR
-12.5%
-28.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -6.1% | +1.5% | -7.6% | -5.7% |
| 30D | -2.5% | +4.1% | -6.5% | -1.3% |
| 3M | +21.7% | -5.2% | +26.9% | +19.4% |
| 6M | +27.0% | -12.8% | +39.8% | +20.8% |
| YTD | -12.1% | -4.6% | -7.5% | -13.9% |
| 1Y | -40.9% | -11.7% | -29.2% | -42.9% |
| All | -40.9% | -12.5% | -28.4% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling