+282.9%
SPGI vs KR
+129.5%
+153.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.2% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | +0.4% | +5.1% | -4.7% | -0.1% |
| 3M | +5.3% | -8.2% | +13.4% | +6.0% |
| 6M | +1.7% | -18.0% | +19.7% | +3.2% |
| YTD | -16.4% | -4.8% | -11.6% | -16.2% |
| 1Y | -20.5% | -11.0% | -9.5% | -19.9% |
| 3Y | +14.2% | +37.7% | -23.4% | +10.4% |
| 5Y | +0.6% | +52.8% | -52.2% | -3.7% |
| All | +282.9% | +129.5% | +153.3% | +255.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling