+7,264.7%
CB vs KR
+4,119.1%
+3,145.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | +7.4% | +14.9% | -7.5% | +3.8% |
| 3M | +8.6% | +25.4% | -16.8% | +2.7% |
| 6M | +16.1% | +9.3% | +6.8% | +13.2% |
| YTD | +20.2% | +13.7% | +6.5% | +15.7% |
| 1Y | +27.2% | +9.2% | +18.0% | +23.5% |
| 3Y | +72.7% | +70.1% | +2.6% | +48.6% |
| 5Y | +105.9% | +82.5% | +23.5% | +70.9% |
| 10Y | +248.1% | +155.7% | +92.3% | +147.5% |
| All | +7,264.7% | +4,119.1% | +3,145.7% | +2,958.1% |
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