-27.1%
RKT vs KR
+90.1%
-117.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.2% |
| 7D | -6.3% | -0.2% | -6.1% | -6.3% |
| 30D | -6.2% | +5.1% | -11.2% | -6.5% |
| 3M | -1.9% | -8.2% | +6.3% | -1.5% |
| 6M | -13.0% | -18.0% | +5.0% | -12.2% |
| YTD | -31.9% | -4.8% | -27.1% | -32.4% |
| 1Y | -37.6% | -11.0% | -26.5% | -37.6% |
| 3Y | +36.8% | +37.7% | -0.8% | +25.1% |
| 5Y | -9.7% | +52.8% | -62.5% | -18.0% |
| All | -27.1% | +90.1% | -117.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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