+133.4%
KR vs ROP
+135.6%
-2.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.2% | -4.6% | +4.4% | +0.8% |
| 30D | +5.1% | -1.7% | +6.7% | +5.4% |
| 3M | -8.2% | +17.1% | -25.2% | -11.1% |
| 6M | -18.0% | +10.9% | -28.8% | -19.9% |
| YTD | -4.8% | -12.1% | +7.3% | -2.8% |
| 1Y | -11.0% | -24.2% | +13.2% | -6.5% |
| 3Y | +37.7% | -20.4% | +58.0% | +42.3% |
| 5Y | +52.8% | -15.4% | +68.2% | +54.3% |
| All | +133.4% | +135.6% | -2.3% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling