+133.4%
KR vs RSG
+428.9%
-295.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +2.0% | +2.5% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +5.1% | +4.0% | +1.1% | +3.8% |
| 3M | -8.2% | +7.4% | -15.5% | -10.1% |
| 6M | -18.0% | +0.1% | -18.1% | -18.1% |
| YTD | -4.8% | +6.0% | -10.8% | -6.4% |
| 1Y | -11.0% | -3.0% | -8.1% | -10.4% |
| 3Y | +37.7% | +56.5% | -18.8% | +22.4% |
| 5Y | +52.8% | +90.9% | -38.1% | +29.1% |
| All | +133.4% | +428.9% | -295.6% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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