+133.4%
KR vs RY
+377.3%
-243.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.2% | -2.2% | +2.1% | +0.2% |
| 30D | +5.1% | -3.6% | +8.6% | +5.7% |
| 3M | -8.2% | +3.9% | -12.1% | -8.9% |
| 6M | -18.0% | +26.4% | -44.4% | -21.6% |
| YTD | -4.8% | +22.3% | -27.1% | -8.5% |
| 1Y | -11.0% | +43.7% | -54.7% | -17.4% |
| 3Y | +37.7% | +154.0% | -116.3% | +11.9% |
| 5Y | +52.8% | +137.6% | -84.8% | +25.3% |
| All | +133.4% | +377.3% | -243.9% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling