+51.2%
RSP vs KR
+52.3%
-1.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.5% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -2.8% | +5.1% | -7.9% | -3.3% |
| 3M | +2.8% | -8.2% | +11.0% | +3.5% |
| 6M | +10.2% | -18.0% | +28.2% | +12.1% |
| YTD | +13.1% | -4.8% | +17.9% | +12.9% |
| 1Y | +14.8% | -11.0% | +25.8% | +15.4% |
| 3Y | +52.6% | +37.7% | +14.9% | +41.6% |
| All | +51.2% | +52.3% | -1.1% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling