-25.7%
RKT vs KR
+83.4%
-109.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -2.7% |
| 7D | -1.0% | -3.1% | +2.1% | -0.8% |
| 30D | -2.4% | +0.6% | -3.0% | -2.4% |
| 3M | +1.9% | -9.8% | +11.7% | +2.3% |
| 6M | -13.9% | -22.1% | +8.3% | -12.7% |
| YTD | -30.6% | -8.1% | -22.5% | -31.0% |
| 1Y | -34.4% | -14.7% | -19.7% | -34.2% |
| 3Y | +38.2% | +28.6% | +9.6% | +27.4% |
| 5Y | -9.7% | +36.4% | -46.0% | -17.7% |
| All | -25.7% | +83.4% | -109.1% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling