+280.4%
SHW vs KR
+129.5%
+150.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.5% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -10.0% | +5.1% | -15.1% | -10.6% |
| 3M | +2.3% | -8.2% | +10.4% | +3.2% |
| 6M | +0.7% | -18.0% | +18.7% | +2.9% |
| YTD | +0.5% | -4.8% | +5.3% | +0.5% |
| 1Y | -11.5% | -11.0% | -0.4% | -10.7% |
| 3Y | +21.3% | +37.7% | -16.3% | +13.7% |
| 5Y | +12.5% | +52.8% | -40.2% | +2.9% |
| All | +280.4% | +129.5% | +150.9% | +219.0% |
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