+20.5%
STM vs KR
+30.5%
-10.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -1.1% |
| 7D | +5.2% | -1.3% | +6.5% | +4.9% |
| 30D | -7.4% | +1.5% | -8.9% | -6.9% |
| 3M | -30.6% | -8.5% | -22.1% | -31.6% |
| 6M | +66.4% | -21.9% | +88.3% | +59.9% |
| YTD | +101.1% | -6.9% | +108.0% | +98.5% |
| 1Y | +97.4% | -14.0% | +111.3% | +92.7% |
| All | +20.5% | +30.5% | -10.0% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling