+4,200.1%
KR vs RVTY
+2,356.0%
+1,844.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.1% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | +1.5% | +10.8% | -9.3% | +0.1% |
| 3M | -8.5% | +26.8% | -35.3% | -11.5% |
| 6M | -21.9% | +39.3% | -61.2% | -25.6% |
| YTD | -6.9% | +31.6% | -38.5% | -11.0% |
| 1Y | -14.0% | +47.7% | -61.7% | -19.3% |
| 3Y | +30.3% | +19.9% | +10.4% | +23.4% |
| 5Y | +37.7% | -32.3% | +70.1% | +39.6% |
| 10Y | +125.2% | +138.4% | -13.3% | +84.3% |
| All | +4,200.1% | +2,356.0% | +1,844.1% | +1,535.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling