+52.0%
KR vs ROK
+47.1%
+4.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.7% |
| 7D | -0.2% | -1.2% | +1.1% | -0.2% |
| 30D | +5.1% | -4.8% | +9.9% | +5.1% |
| 3M | -8.2% | -6.1% | -2.1% | -8.1% |
| 6M | -18.0% | +15.5% | -33.5% | -18.7% |
| YTD | -4.8% | +11.2% | -15.9% | -5.5% |
| 1Y | -11.0% | +23.8% | -34.9% | -12.4% |
| 3Y | +37.7% | +53.1% | -15.5% | +31.9% |
| All | +52.0% | +47.1% | +4.9% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling