-67.1%
SE vs KR
+52.3%
-119.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.1% | -1.0% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | -17.1% | +5.1% | -22.1% | -16.6% |
| 3M | +24.0% | -8.2% | +32.1% | +22.8% |
| 6M | +21.0% | -18.0% | +39.0% | +18.6% |
| YTD | -16.7% | -4.8% | -11.9% | -17.1% |
| 1Y | -45.9% | -11.0% | -34.9% | -46.4% |
| 3Y | +177.8% | +37.7% | +140.2% | +179.2% |
| All | -67.1% | +52.3% | -119.4% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling