+52.0%
KR vs RL
+232.4%
-180.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | -0.2% | -3.4% | +3.3% | -0.1% |
| 30D | +5.1% | -14.4% | +19.5% | +5.3% |
| 3M | -8.2% | -13.6% | +5.4% | -8.0% |
| 6M | -18.0% | +0.6% | -18.6% | -18.0% |
| YTD | -4.8% | -3.6% | -1.2% | -4.8% |
| 1Y | -11.0% | +8.3% | -19.4% | -11.4% |
| 3Y | +37.7% | +204.8% | -167.1% | +23.9% |
| All | +52.0% | +232.4% | -180.4% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling