-14.4%
SMR vs KR
+34.2%
-48.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.7% | -18.4% | -15.0% |
| 7D | -11.2% | -0.2% | -11.1% | -11.0% |
| 30D | -10.2% | +5.1% | -15.3% | -8.9% |
| 3M | -10.0% | -8.2% | -1.9% | -10.5% |
| 6M | -30.5% | -18.0% | -12.5% | -31.3% |
| YTD | -39.2% | -4.8% | -34.5% | -39.3% |
| 1Y | -75.5% | -11.0% | -64.5% | -75.6% |
| 3Y | +45.4% | +37.7% | +7.8% | +32.5% |
| All | -14.4% | +34.2% | -48.6% | -21.3% |
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