-11.0%
KR vs ROK
+27.3%
-38.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +3.1% |
| 7D | -0.2% | -1.2% | +1.1% | -0.5% |
| 30D | +5.1% | -4.8% | +9.9% | +3.9% |
| 3M | -8.2% | -6.1% | -2.1% | -9.1% |
| 6M | -18.0% | +15.5% | -33.5% | -15.0% |
| YTD | -4.8% | +11.2% | -15.9% | -1.4% |
| 1Y | -11.0% | +23.8% | -34.9% | -8.1% |
| All | -11.0% | +27.3% | -38.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling