+99.4%
CB vs KR
+36.6%
+62.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -0.5% | -3.1% | +2.5% | 0.0% |
| 30D | -3.1% | +0.6% | -3.7% | -3.2% |
| 3M | +4.2% | -9.8% | +13.9% | +5.9% |
| 6M | +4.7% | -22.1% | +26.8% | +9.0% |
| YTD | +8.8% | -8.1% | +16.9% | +9.9% |
| 1Y | +22.6% | -14.7% | +37.3% | +25.2% |
| 3Y | +70.6% | +28.6% | +42.1% | +62.1% |
| 5Y | +99.4% | +36.4% | +63.1% | +82.0% |
| All | +99.4% | +36.6% | +62.8% | +82.0% |
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 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