+4,304.6%
KR vs ROL
+9,030.3%
-4,725.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +1.5% | -1.4% | +2.9% | +1.8% |
| 30D | +4.1% | -4.1% | +8.2% | +5.0% |
| 3M | -5.2% | -22.5% | +17.3% | +0.3% |
| 6M | -12.8% | -37.7% | +24.9% | -3.3% |
| YTD | -4.6% | -39.6% | +35.0% | +6.2% |
| 1Y | -11.7% | -36.0% | +24.3% | -3.1% |
| 3Y | +36.3% | -5.1% | +41.4% | +35.9% |
| 5Y | +40.0% | -3.4% | +43.4% | +37.3% |
| 10Y | +122.2% | +215.2% | -93.0% | +62.0% |
| All | +4,304.6% | +9,030.3% | -4,725.7% | +1,053.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling