+36.4%
KR vs RBA
+39.8%
-3.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.3% |
| 7D | -3.1% | -1.9% | -1.2% | -3.0% |
| 30D | +0.6% | -13.0% | +13.6% | +1.3% |
| 3M | -9.8% | -23.1% | +13.3% | -8.6% |
| 6M | -22.1% | -22.6% | +0.5% | -21.1% |
| YTD | -8.1% | -20.4% | +12.3% | -7.3% |
| 1Y | -14.7% | -29.6% | +14.9% | -13.2% |
| 3Y | +28.6% | +26.6% | +2.0% | +25.4% |
| 5Y | +36.4% | +38.2% | -1.8% | +32.0% |
| All | +36.4% | +39.8% | -3.4% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling