+133.4%
KR vs RNG
+222.9%
-89.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -0.2% | -6.1% | +5.9% | 0.0% |
| 30D | +5.1% | +9.6% | -4.6% | +4.8% |
| 3M | -8.2% | +83.3% | -91.5% | -9.5% |
| 6M | -18.0% | +77.9% | -95.9% | -19.3% |
| YTD | -4.8% | +139.9% | -144.7% | -7.1% |
| 1Y | -11.0% | +121.7% | -132.7% | -13.1% |
| 3Y | +37.7% | +121.9% | -84.2% | +33.6% |
| 5Y | +52.8% | -68.4% | +121.1% | +56.0% |
| All | +133.4% | +222.9% | -89.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling