-42.6%
CCL vs KR
+129.5%
-172.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.4% |
| 7D | -3.2% | -0.2% | -3.1% | -3.2% |
| 30D | -17.8% | +5.1% | -22.8% | -17.6% |
| 3M | -18.7% | -8.2% | -10.5% | -19.0% |
| 6M | -11.4% | -18.0% | +6.6% | -12.3% |
| YTD | -24.3% | -4.8% | -19.5% | -24.6% |
| 1Y | -28.8% | -11.0% | -17.8% | -29.2% |
| 3Y | +49.3% | +37.7% | +11.7% | +48.7% |
| 5Y | +1.6% | +52.8% | -51.2% | +1.9% |
| All | -42.6% | +129.5% | -172.2% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling