+133.4%
KR vs RRC
+4.9%
+128.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.8% |
| 7D | -0.2% | -1.8% | +1.6% | -0.1% |
| 30D | +5.1% | +2.7% | +2.4% | +4.9% |
| 3M | -8.2% | +8.8% | -17.0% | -8.6% |
| 6M | -18.0% | -1.2% | -16.8% | -18.0% |
| YTD | -4.8% | +17.6% | -22.3% | -5.8% |
| 1Y | -11.0% | +18.4% | -29.5% | -12.1% |
| 3Y | +37.7% | +33.1% | +4.6% | +34.1% |
| 5Y | +52.8% | +148.2% | -95.4% | +41.8% |
| All | +133.4% | +4.9% | +128.5% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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