+34.0%
KR vs RVTY
+13.9%
+20.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.3% | +0.8% |
| 7D | -2.7% | -7.4% | +4.8% | -3.0% |
| 30D | +1.9% | +4.5% | -2.6% | +2.2% |
| 3M | -11.0% | +19.5% | -30.5% | -10.2% |
| 6M | -20.2% | +34.1% | -54.3% | -18.9% |
| YTD | -7.3% | +25.3% | -32.5% | -6.0% |
| 1Y | -13.1% | +47.0% | -60.1% | -11.8% |
| All | +34.0% | +13.9% | +20.2% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling