+37.7%
KR vs ROP
-19.1%
+56.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.2% | -4.6% | +4.4% | +0.7% |
| 30D | +5.1% | -1.7% | +6.7% | +5.3% |
| 3M | -8.2% | +17.1% | -25.2% | -10.5% |
| 6M | -18.0% | +10.9% | -28.8% | -19.5% |
| YTD | -4.8% | -12.1% | +7.3% | -2.8% |
| 1Y | -11.0% | -24.2% | +13.2% | -7.0% |
| 3Y | +37.7% | -20.4% | +58.0% | +40.8% |
| All | +37.7% | -19.1% | +56.8% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling