+111.8%
KR vs ROIV
+232.7%
-120.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.2% |
| 7D | +1.5% | +0.6% | +0.9% | +1.5% |
| 30D | +4.1% | +1.0% | +3.1% | +4.1% |
| 3M | -5.2% | +18.3% | -23.5% | -5.0% |
| 6M | -12.8% | +18.3% | -31.1% | -12.5% |
| YTD | -4.6% | +61.0% | -65.6% | -4.1% |
| 1Y | -11.7% | +177.9% | -189.6% | -10.8% |
| 3Y | +36.3% | +199.1% | -162.8% | +37.8% |
| 5Y | +40.0% | +250.7% | -210.7% | +41.0% |
| All | +111.8% | +232.7% | -120.8% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling