+255.5%
KR vs RNG
+305.9%
-50.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -3.1% | -4.1% | +1.0% | -2.9% |
| 30D | +0.6% | +8.6% | -8.0% | +0.4% |
| 3M | -9.8% | +78.0% | -87.8% | -11.3% |
| 6M | -22.1% | +67.0% | -89.2% | -23.4% |
| YTD | -8.1% | +142.4% | -150.5% | -10.7% |
| 1Y | -14.7% | +120.4% | -135.1% | -16.9% |
| 3Y | +28.6% | +122.1% | -93.6% | +24.1% |
| 5Y | +36.4% | -69.8% | +106.2% | +39.5% |
| 10Y | +120.8% | +223.4% | -102.6% | +92.5% |
| All | +255.5% | +305.9% | -50.4% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling