+652.2%
KR vs RSG
+2,015.5%
-1,363.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | -8.2% | +7.4% | -15.5% | -9.5% |
| 6M | -18.0% | +0.1% | -18.1% | -18.0% |
| YTD | -4.8% | +6.0% | -10.8% | -5.9% |
| 1Y | -11.0% | -3.0% | -8.1% | -10.5% |
| 3Y | +37.7% | +56.5% | -18.8% | +25.8% |
| 5Y | +52.8% | +90.9% | -38.1% | +33.9% |
| 10Y | +128.8% | +428.7% | -299.9% | +62.7% |
| All | +652.2% | +2,015.5% | -1,363.3% | +333.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling