-11.7%
KR vs RVMD
+430.6%
-442.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +1.5% | +1.0% | +0.5% | +1.6% |
| 30D | +4.1% | +6.4% | -2.4% | +4.5% |
| 3M | -5.2% | +34.9% | -40.1% | -3.5% |
| 6M | -12.8% | +107.6% | -120.3% | -9.6% |
| YTD | -4.6% | +163.7% | -168.3% | +0.8% |
| 1Y | -11.7% | +439.2% | -450.9% | -10.1% |
| All | -11.7% | +430.6% | -442.3% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling