-20.2%
KR vs RVMD
+103.9%
-124.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.8% |
| 7D | -2.7% | -3.6% | +0.9% | -2.9% |
| 30D | +1.9% | -1.1% | +3.0% | +1.9% |
| 3M | -11.0% | +41.0% | -52.1% | -9.6% |
| 6M | -20.2% | +105.7% | -125.9% | -19.0% |
| All | -20.2% | +103.9% | -124.1% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling