+134.8%
KR vs RVMD
+622.3%
-487.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.2% | -3.0% | +2.8% | -0.2% |
| 30D | +5.1% | -0.7% | +5.8% | +5.0% |
| 3M | -8.2% | +36.5% | -44.7% | -8.0% |
| 6M | -18.0% | +104.6% | -122.6% | -17.7% |
| YTD | -4.8% | +155.8% | -160.6% | -4.4% |
| 1Y | -11.0% | +340.7% | -351.7% | -10.9% |
| 3Y | +37.7% | +519.9% | -482.3% | +37.8% |
| 5Y | +52.8% | +584.9% | -532.2% | +53.1% |
| All | +134.8% | +622.3% | -487.5% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling