+644.6%
STM vs KR
+123.5%
+521.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.6% |
| 7D | -1.1% | -2.7% | +1.6% | -1.1% |
| 30D | -7.8% | +1.9% | -9.8% | -7.8% |
| 3M | -28.2% | -11.0% | -17.1% | -28.2% |
| 6M | +52.0% | -20.2% | +72.2% | +52.1% |
| YTD | +96.4% | -7.3% | +103.7% | +95.9% |
| 1Y | +98.8% | -13.1% | +111.9% | +98.6% |
| 3Y | +18.3% | +29.7% | -11.5% | +14.8% |
| 5Y | +17.7% | +48.8% | -31.1% | +13.1% |
| All | +644.6% | +123.5% | +521.1% | +620.3% |
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 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