+2,016.3%
STM vs KR
+3,430.5%
-1,414.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.2% |
| 7D | +1.4% | +0.8% | +0.7% | +1.3% |
| 30D | -8.4% | +11.1% | -19.4% | -10.6% |
| 3M | -15.8% | +24.4% | -40.2% | -20.0% |
| 6M | -22.8% | +8.5% | -31.4% | -25.1% |
| YTD | +79.4% | +13.1% | +66.2% | +71.5% |
| 1Y | +97.0% | +9.3% | +87.7% | +89.6% |
| 3Y | +14.2% | +69.3% | -55.1% | -3.1% |
| 5Y | -4.5% | +83.2% | -87.7% | -22.5% |
| 10Y | +463.1% | +154.6% | +308.5% | +290.0% |
| All | +2,016.3% | +3,430.5% | -1,414.2% | +838.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling