+52.0%
KR vs ROST
+114.0%
-61.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.5% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +5.1% | -6.9% | +11.9% | +5.7% |
| 3M | -8.2% | -3.3% | -4.8% | -7.9% |
| 6M | -18.0% | +9.0% | -27.0% | -18.8% |
| YTD | -4.8% | +28.9% | -33.6% | -7.3% |
| 1Y | -11.0% | +54.0% | -65.0% | -15.0% |
| 3Y | +37.7% | +100.7% | -63.1% | +26.4% |
| All | +52.0% | +114.0% | -61.9% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling