+151.0%
KR vs RBA
+207.2%
-56.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +4.6% | +1.7% | +2.8% | +4.4% |
| 30D | +12.2% | +8.3% | +3.9% | +11.3% |
| 3M | +24.6% | +10.5% | +14.0% | +23.2% |
| 6M | +8.2% | -5.9% | +14.1% | +8.5% |
| YTD | +15.3% | -6.9% | +22.1% | +15.3% |
| 1Y | +9.8% | -4.9% | +14.6% | +9.5% |
| 3Y | +71.4% | +64.5% | +6.9% | +60.0% |
| 5Y | +85.1% | +46.1% | +39.0% | +73.2% |
| All | +151.0% | +207.2% | -56.2% | +99.6% |
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