+553.4%
SE vs KR
+238.3%
+315.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.1% | -1.4% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | -17.1% | +5.1% | -22.1% | -17.1% |
| 3M | +24.0% | -8.2% | +32.1% | +24.1% |
| 6M | +21.0% | -18.0% | +39.0% | +21.3% |
| YTD | -16.7% | -4.8% | -11.9% | -16.9% |
| 1Y | -45.9% | -11.0% | -34.9% | -45.9% |
| 3Y | +177.8% | +37.7% | +140.2% | +167.6% |
| 5Y | -67.4% | +52.8% | -120.1% | -69.2% |
| All | +553.4% | +238.3% | +315.1% | +425.8% |
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