+1,115.0%
RSP vs KR
+1,059.9%
+55.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.4% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | -1.5% | +1.5% | -3.0% | -1.9% |
| 3M | +4.8% | -8.5% | +13.3% | +6.8% |
| 6M | +10.3% | -21.9% | +32.1% | +16.5% |
| YTD | +14.1% | -6.9% | +20.9% | +14.8% |
| 1Y | +17.0% | -14.0% | +31.0% | +19.9% |
| 3Y | +54.2% | +30.3% | +23.9% | +38.6% |
| 5Y | +51.5% | +37.7% | +13.8% | +31.0% |
| 10Y | +204.4% | +125.2% | +79.2% | +108.9% |
| All | +1,115.0% | +1,059.9% | +55.1% | +344.0% |
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