+10.0%
SHW vs KR
+48.3%
-38.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -4.5% | -2.7% | -1.8% | -4.2% |
| 30D | -12.7% | +1.9% | -14.6% | -12.9% |
| 3M | +4.7% | -11.0% | +15.7% | +5.7% |
| 6M | -3.4% | -20.2% | +16.8% | -1.6% |
| YTD | -1.3% | -7.3% | +5.9% | -1.4% |
| 1Y | -10.4% | -13.1% | +2.8% | -9.8% |
| 3Y | +20.1% | +29.7% | -9.6% | +13.4% |
| All | +10.0% | +48.3% | -38.3% | +2.3% |
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