+4,297.1%
KR vs RRX
+3,890.5%
+406.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.3% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | +5.1% | -6.1% | +11.2% | +5.8% |
| 3M | -8.2% | -23.1% | +14.9% | -5.8% |
| 6M | -18.0% | -19.5% | +1.5% | -17.1% |
| YTD | -4.8% | +16.1% | -20.8% | -8.7% |
| 1Y | -11.0% | +12.9% | -24.0% | -14.7% |
| 3Y | +37.7% | +7.9% | +29.7% | +28.8% |
| 5Y | +52.8% | +19.1% | +33.7% | +38.5% |
| 10Y | +128.8% | +225.8% | -97.0% | +69.8% |
| All | +4,297.1% | +3,890.5% | +406.6% | +2,294.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling