+72.5%
SMR vs KR
+30.0%
+42.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.1% |
| 7D | +4.7% | -2.7% | +7.4% | +3.6% |
| 30D | +3.2% | +1.9% | +1.3% | +4.3% |
| 3M | +9.9% | -11.0% | +20.9% | +6.5% |
| 6M | -15.1% | -20.2% | +5.1% | -19.3% |
| YTD | -27.9% | -7.3% | -20.7% | -28.9% |
| 1Y | -70.2% | -13.1% | -57.1% | -70.7% |
| All | +72.5% | +30.0% | +42.5% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling