+133.4%
KR vs RBA
+206.5%
-73.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.8% | -1.1% | +2.3% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | +5.1% | -2.9% | +8.0% | +5.3% |
| 3M | -8.2% | -20.9% | +12.8% | -6.2% |
| 6M | -18.0% | -17.7% | -0.3% | -16.7% |
| YTD | -4.8% | -18.2% | +13.4% | -3.5% |
| 1Y | -11.0% | -29.1% | +18.1% | -8.5% |
| 3Y | +37.7% | +29.5% | +8.1% | +31.6% |
| 5Y | +52.8% | +40.2% | +12.5% | +42.8% |
| All | +133.4% | +206.5% | -73.1% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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