+82.5%
KR vs RBA
+46.2%
+36.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.6% |
| 7D | +0.5% | -0.5% | +1.1% | +0.6% |
| 30D | +14.9% | +6.8% | +8.1% | +14.3% |
| 3M | +25.4% | +9.5% | +15.9% | +24.5% |
| 6M | +9.3% | -8.2% | +17.6% | +9.6% |
| YTD | +13.7% | -7.7% | +21.4% | +13.6% |
| 1Y | +9.2% | -6.9% | +16.1% | +9.0% |
| 3Y | +70.1% | +61.6% | +8.4% | +62.2% |
| 5Y | +82.5% | +44.7% | +37.8% | +83.3% |
| All | +82.5% | +46.2% | +36.3% | +83.3% |
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