+52.0%
KR vs RRX
+17.8%
+34.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.8% |
| 7D | -0.2% | -0.3% | +0.2% | -0.2% |
| 30D | +5.1% | -6.1% | +11.2% | +5.0% |
| 3M | -8.2% | -23.1% | +14.9% | -8.4% |
| 6M | -18.0% | -19.5% | +1.5% | -18.2% |
| YTD | -4.8% | +16.1% | -20.8% | -5.9% |
| 1Y | -11.0% | +12.9% | -24.0% | -12.1% |
| 3Y | +37.7% | +7.9% | +29.7% | +36.3% |
| All | +52.0% | +17.8% | +34.2% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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