+5,222.5%
KR vs ROL
+9,850.6%
-4,628.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +0.8% |
| 7D | +4.6% | +3.0% | +1.6% | +3.9% |
| 30D | +12.2% | +19.8% | -7.6% | +7.7% |
| 3M | +24.6% | +7.9% | +16.7% | +22.3% |
| 6M | +8.2% | -25.6% | +33.8% | +15.2% |
| YTD | +15.3% | -34.1% | +49.4% | +25.6% |
| 1Y | +9.8% | -31.4% | +41.1% | +18.5% |
| 3Y | +71.4% | +4.7% | +66.7% | +67.3% |
| 5Y | +85.1% | +15.6% | +69.5% | +74.5% |
| 10Y | +159.4% | +220.6% | -61.2% | +88.2% |
| All | +5,222.5% | +9,850.6% | -4,628.0% | +1,264.6% |
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