+465.1%
STM vs KR
+159.1%
+305.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | +12.0% | +4.6% | +7.4% | +12.2% |
| 30D | -0.4% | +12.2% | -12.6% | 0.0% |
| 3M | -13.2% | +24.6% | -37.7% | -12.6% |
| 6M | -26.1% | +8.2% | -34.3% | -25.6% |
| YTD | +81.2% | +15.3% | +65.9% | +81.9% |
| 1Y | +98.3% | +9.8% | +88.6% | +99.2% |
| 3Y | +16.7% | +71.4% | -54.6% | +13.6% |
| 5Y | -4.8% | +85.1% | -89.9% | -8.1% |
| All | +465.1% | +159.1% | +305.9% | +406.8% |
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