-13.6%
SKDD vs RUN
-30.0%
+16.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.3% | +9.1% | +11.0% |
| 7D | +28.7% | +18.5% | +10.2% | +41.0% |
| 30D | +54.1% | +15.5% | +38.5% | +62.8% |
| 3M | -22.7% | -20.3% | -2.4% | -39.9% |
| All | -13.6% | -30.0% | +16.4% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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