-11.0%
KR vs RBRK
+5.6%
-16.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +2.6% |
| 7D | -0.2% | -7.5% | +7.3% | -0.5% |
| 30D | +5.1% | -10.4% | +15.5% | +4.7% |
| 3M | -8.2% | +21.3% | -29.4% | -7.0% |
| 6M | -18.0% | +50.6% | -68.6% | -16.5% |
| YTD | -4.8% | +13.3% | -18.1% | -5.3% |
| 1Y | -11.0% | +11.2% | -22.3% | -12.3% |
| All | -11.0% | +5.6% | -16.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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