-11.0%
KR vs RBA
-27.6%
+16.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.8% | -1.1% | +2.7% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | +5.1% | -2.9% | +8.0% | +4.9% |
| 3M | -8.2% | -20.9% | +12.8% | -8.0% |
| 6M | -18.0% | -17.7% | -0.3% | -17.4% |
| YTD | -4.8% | -18.2% | +13.4% | -5.7% |
| 1Y | -11.0% | -29.1% | +18.1% | -11.6% |
| All | -11.0% | -27.6% | +16.6% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling