+104.2%
CB vs KR
+82.5%
+21.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +0.7% | +2.7% | -2.0% | +0.2% |
| 30D | +8.2% | +11.3% | -3.1% | +6.0% |
| 3M | +6.3% | +22.3% | -16.0% | +2.3% |
| 6M | +16.2% | +5.8% | +10.4% | +14.5% |
| YTD | +19.3% | +11.7% | +7.6% | +16.1% |
| 1Y | +29.2% | +8.9% | +20.4% | +26.2% |
| 3Y | +71.4% | +67.1% | +4.3% | +54.3% |
| 5Y | +104.2% | +80.0% | +24.2% | +75.9% |
| All | +104.2% | +82.5% | +21.8% | +75.9% |
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