+2.2%
SO vs KR
+10.6%
-8.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | +1.4% | +4.6% | -3.2% | +0.5% |
| 30D | +4.7% | +12.2% | -7.5% | +2.5% |
| 3M | +1.7% | +24.6% | -22.9% | -2.1% |
| 6M | +2.2% | +8.2% | -6.0% | +1.9% |
| All | +2.2% | +10.6% | -8.4% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling