+5.0%
SYK vs KR
+48.3%
-43.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -12.3% | -2.7% | -9.7% | -12.0% |
| 30D | -22.4% | +1.9% | -24.4% | -22.6% |
| 3M | -12.3% | -11.0% | -1.3% | -11.4% |
| 6M | -24.3% | -20.2% | -4.1% | -22.8% |
| YTD | -22.8% | -7.3% | -15.5% | -22.6% |
| 1Y | -28.8% | -13.1% | -15.7% | -28.1% |
| 3Y | -4.0% | +29.7% | -33.7% | -9.0% |
| All | +5.0% | +48.3% | -43.3% | -1.9% |
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 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