+22.8%
CB vs KR
-13.6%
+36.4%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -2.8% | -2.7% | -0.1% | -2.2% |
| 30D | -2.4% | +1.9% | -4.4% | -2.8% |
| 3M | +2.8% | -11.0% | +13.8% | +4.8% |
| 6M | +4.8% | -20.2% | +25.0% | +8.3% |
| YTD | +9.2% | -7.3% | +16.4% | +9.4% |
| 1Y | +22.8% | -13.1% | +35.9% | +23.8% |
| All | +22.8% | -13.6% | +36.4% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling