+42.8%
SO vs KR
+30.0%
+12.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.1% | -2.7% | +1.5% | -0.6% |
| 30D | -3.7% | +1.9% | -5.7% | -4.2% |
| 3M | -5.9% | -11.0% | +5.1% | -3.8% |
| 6M | -7.3% | -20.2% | +12.9% | -3.2% |
| YTD | +3.1% | -7.3% | +10.4% | +4.0% |
| 1Y | -1.0% | -13.1% | +12.1% | +1.2% |
| All | +42.8% | +30.0% | +12.8% | +32.3% |
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 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