-13.4%
KR vs RL
+8.0%
-21.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -2.7% | -2.2% | -0.5% | -2.8% |
| 30D | +1.9% | -15.3% | +17.3% | +0.6% |
| 3M | -11.0% | -10.3% | -0.7% | -11.6% |
| 6M | -20.2% | -2.2% | -18.0% | -19.1% |
| YTD | -7.3% | -4.3% | -3.0% | -6.8% |
| All | -13.4% | +8.0% | -21.4% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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