+10.7%
CARR vs KR
+52.3%
-41.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.3% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | -8.9% | +5.1% | -14.0% | -9.2% |
| 3M | -17.3% | -8.2% | -9.2% | -16.8% |
| 6M | -1.4% | -18.0% | +16.6% | +0.1% |
| YTD | +10.0% | -4.8% | +14.8% | +9.4% |
| 1Y | -6.4% | -11.0% | +4.7% | -6.2% |
| 3Y | +1.5% | +37.7% | -36.1% | -6.8% |
| All | +10.7% | +52.3% | -41.7% | +0.6% |
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