-13.6%
SKDD vs IRE
-81.9%
+68.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -23.2% | +33.6% | -0.8% |
| 7D | +28.7% | -46.8% | +75.5% | +0.4% |
| 30D | +54.1% | -75.5% | +129.6% | -6.4% |
| 3M | -22.7% | -79.4% | +56.7% | -50.8% |
| All | -13.6% | -81.9% | +68.3% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · Available span rolling