+2.2%
SPGI vs KR
+36.6%
-34.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -2.4% |
| 7D | -3.1% | -3.1% | 0.0% | -2.7% |
| 30D | +2.0% | +0.6% | +1.4% | +2.0% |
| 3M | +4.3% | -9.8% | +14.1% | +5.4% |
| 6M | -0.2% | -22.1% | +21.9% | +2.1% |
| YTD | -14.8% | -8.1% | -6.7% | -14.2% |
| 1Y | -18.5% | -14.7% | -3.9% | -17.4% |
| 3Y | +16.0% | +28.6% | -12.6% | +11.6% |
| 5Y | +2.2% | +36.4% | -34.2% | -2.7% |
| All | +2.2% | +36.6% | -34.4% | -2.7% |
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