+52.0%
KR vs RDW
-9.1%
+61.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.7% |
| 7D | -0.2% | +0.9% | -1.0% | -0.2% |
| 30D | +5.1% | -21.3% | +26.3% | +4.8% |
| 3M | -8.2% | -37.9% | +29.7% | -8.3% |
| 6M | -18.0% | +12.3% | -30.3% | -17.9% |
| YTD | -4.8% | +39.7% | -44.5% | -4.8% |
| 1Y | -11.0% | +25.7% | -36.7% | -11.0% |
| 3Y | +37.7% | +230.8% | -193.2% | +33.2% |
| All | +52.0% | -9.1% | +61.1% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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