+1,082.9%
KR vs RL
+1,366.2%
-283.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | +4.1% | -7.8% | +11.8% | +5.2% |
| 3M | -5.2% | -4.0% | -1.2% | -4.9% |
| 6M | -12.8% | -1.9% | -10.9% | -13.2% |
| YTD | -4.6% | -0.2% | -4.4% | -5.4% |
| 1Y | -11.7% | +10.7% | -22.4% | -13.8% |
| 3Y | +36.3% | +210.8% | -174.5% | +11.7% |
| 5Y | +40.0% | +238.2% | -198.2% | +10.9% |
| 10Y | +122.2% | +313.4% | -191.2% | +59.2% |
| All | +1,082.9% | +1,366.2% | -283.3% | +492.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling