+37.7%
KR vs ROST
+98.0%
-60.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.6% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +5.1% | -6.9% | +11.9% | +5.3% |
| 3M | -8.2% | -3.3% | -4.8% | -8.1% |
| 6M | -18.0% | +9.0% | -27.0% | -18.1% |
| YTD | -4.8% | +28.9% | -33.6% | -5.6% |
| 1Y | -11.0% | +54.0% | -65.0% | -12.4% |
| 3Y | +37.7% | +100.7% | -63.1% | +30.5% |
| All | +37.7% | +98.0% | -60.3% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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