+80.0%
KR vs ROIV
+403.5%
-323.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.9% |
| 7D | +2.7% | +14.3% | -11.6% | +2.9% |
| 30D | +11.3% | +16.2% | -4.9% | +11.6% |
| 3M | +22.3% | +15.1% | +7.2% | +22.7% |
| 6M | +5.8% | +44.2% | -38.4% | +6.5% |
| YTD | +11.7% | +89.8% | -78.1% | +12.8% |
| 1Y | +8.9% | +94.6% | -85.7% | +10.0% |
| 3Y | +67.1% | +367.5% | -300.4% | +70.6% |
| 5Y | +80.0% | +421.4% | -341.4% | +87.9% |
| All | +80.0% | +403.5% | -323.5% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling