+7.5%
SMR vs KR
+29.5%
-22.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.6% |
| 7D | +13.1% | -3.1% | +16.1% | +12.3% |
| 30D | +17.8% | +0.6% | +17.1% | +18.0% |
| 3M | +8.1% | -9.8% | +17.9% | +6.8% |
| 6M | -11.1% | -22.1% | +11.0% | -13.2% |
| YTD | -23.7% | -8.1% | -15.6% | -24.6% |
| 1Y | -69.4% | -14.7% | -54.8% | -69.8% |
| 3Y | +82.6% | +28.6% | +54.0% | +65.1% |
| All | +7.5% | +29.5% | -22.0% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling