-11.0%
KR vs ROL
-37.8%
+26.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -0.2% | -3.2% | +3.0% | +0.6% |
| 30D | +5.1% | -4.9% | +10.0% | +6.3% |
| 3M | -8.2% | -25.8% | +17.7% | -2.4% |
| 6M | -18.0% | -37.6% | +19.6% | -11.6% |
| YTD | -4.8% | -41.5% | +36.7% | +1.3% |
| 1Y | -11.0% | -39.5% | +28.5% | -4.8% |
| All | -11.0% | -37.8% | +26.8% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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