+795.8%
CCL vs KR
+4,382.3%
-3,586.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | -0.1% | -1.3% | +1.1% | +0.1% |
| 30D | -20.0% | +1.5% | -21.5% | -20.2% |
| 3M | -13.7% | -8.5% | -5.1% | -12.4% |
| 6M | -9.0% | -21.9% | +12.9% | -5.3% |
| YTD | -22.8% | -6.9% | -15.9% | -22.8% |
| 1Y | -25.3% | -14.0% | -11.3% | -24.2% |
| 3Y | +54.1% | +30.3% | +23.8% | +40.3% |
| 5Y | +3.5% | +37.7% | -34.2% | -8.3% |
| 10Y | -41.0% | +125.2% | -166.2% | -57.1% |
| All | +795.8% | +4,382.3% | -3,586.5% | +165.8% |
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