+82.5%
KR vs RL
+243.2%
-160.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +0.5% | +2.4% | -1.8% | +0.5% |
| 30D | +14.9% | +4.6% | +10.4% | +14.8% |
| 3M | +25.4% | -1.1% | +26.5% | +25.3% |
| 6M | +9.3% | +16.5% | -7.2% | +9.2% |
| YTD | +13.7% | +11.4% | +2.3% | +13.5% |
| 1Y | +9.2% | +16.1% | -6.9% | +8.8% |
| 3Y | +70.1% | +252.6% | -182.5% | +53.1% |
| 5Y | +82.5% | +244.9% | -162.4% | +62.6% |
| All | +82.5% | +243.2% | -160.7% | +62.6% |
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