+597.0%
SE vs KR
+230.8%
+366.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.1% |
| 7D | +0.6% | -1.3% | +1.9% | +0.6% |
| 30D | -0.1% | +1.5% | -1.6% | -0.1% |
| 3M | +34.1% | -8.5% | +42.7% | +34.2% |
| 6M | +23.2% | -21.9% | +45.1% | +23.6% |
| YTD | -11.2% | -6.9% | -4.3% | -11.4% |
| 1Y | -40.5% | -14.0% | -26.6% | -40.5% |
| 3Y | +196.3% | +30.3% | +166.0% | +186.2% |
| 5Y | -67.0% | +37.7% | -104.8% | -68.5% |
| All | +597.0% | +230.8% | +366.2% | +461.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling