+6,646.7%
CB vs KR
+3,441.0%
+3,205.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | +1.5% | -1.0% | +0.1% |
| 30D | -3.1% | +4.1% | -7.2% | -4.1% |
| 3M | +9.0% | -5.2% | +14.2% | +10.2% |
| 6M | +2.9% | -12.8% | +15.6% | +5.8% |
| YTD | +10.1% | -4.6% | +14.7% | +10.7% |
| 1Y | +22.8% | -11.7% | +34.5% | +25.5% |
| 3Y | +73.8% | +36.3% | +37.5% | +57.9% |
| 5Y | +99.2% | +40.0% | +59.2% | +76.2% |
| 10Y | +218.2% | +122.2% | +96.0% | +133.5% |
| All | +6,646.7% | +3,441.0% | +3,205.7% | +2,826.2% |
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