+22,282.0%
SYK vs KR
+4,362.7%
+17,919.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -12.3% | -2.7% | -9.7% | -11.9% |
| 30D | -22.4% | +1.9% | -24.4% | -22.7% |
| 3M | -12.3% | -11.0% | -1.3% | -10.6% |
| 6M | -24.3% | -20.2% | -4.1% | -21.4% |
| YTD | -22.8% | -7.3% | -15.5% | -22.2% |
| 1Y | -28.8% | -13.1% | -15.7% | -27.4% |
| 3Y | -4.0% | +29.7% | -33.7% | -10.3% |
| 5Y | +3.8% | +48.8% | -44.9% | -6.7% |
| 10Y | +172.8% | +122.8% | +50.0% | +115.1% |
| All | +22,282.0% | +4,362.7% | +17,919.3% | +8,041.2% |
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