+4,143.0%
KR vs ROST
+68,667.5%
-64,524.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -1.1% |
| 7D | -3.1% | -2.2% | -0.8% | -2.7% |
| 30D | +0.6% | -11.4% | +12.0% | +2.4% |
| 3M | -9.8% | -1.6% | -8.2% | -9.6% |
| 6M | -22.1% | +6.8% | -29.0% | -23.1% |
| YTD | -8.1% | +25.8% | -33.9% | -11.5% |
| 1Y | -14.7% | +52.4% | -67.1% | -20.2% |
| 3Y | +28.6% | +94.4% | -65.8% | +14.9% |
| 5Y | +36.4% | +108.2% | -71.8% | +18.5% |
| 10Y | +120.8% | +308.5% | -187.7% | +64.4% |
| All | +4,143.0% | +68,667.5% | -64,524.6% | +1,159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling