-11.0%
KR vs RVTY
+50.6%
-61.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +3.0% |
| 7D | -0.2% | -4.5% | +4.4% | -0.8% |
| 30D | +5.1% | +5.5% | -0.4% | +5.8% |
| 3M | -8.2% | +22.5% | -30.7% | -5.4% |
| 6M | -18.0% | +38.9% | -56.9% | -13.5% |
| YTD | -4.8% | +28.7% | -33.5% | -0.3% |
| 1Y | -11.0% | +45.5% | -56.5% | -4.2% |
| All | -11.0% | +50.6% | -61.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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