+152.4%
KR vs ROIV
+280.9%
-128.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +0.4% |
| 7D | +0.5% | +9.2% | -8.7% | +0.7% |
| 30D | +14.9% | +19.9% | -5.0% | +15.3% |
| 3M | +25.4% | +10.6% | +14.8% | +25.7% |
| 6M | +9.3% | +36.1% | -26.7% | +9.9% |
| YTD | +13.7% | +84.3% | -70.6% | +14.6% |
| 1Y | +9.2% | +87.6% | -78.4% | +10.1% |
| 3Y | +70.1% | +353.9% | -283.8% | +72.8% |
| 5Y | +82.5% | +376.1% | -293.6% | +88.9% |
| All | +152.4% | +280.9% | -128.5% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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