-2.7%
CEG vs KR
-12.5%
+9.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.7% | +4.9% |
| 7D | +8.0% | +1.5% | +6.5% | +8.6% |
| 30D | +12.9% | +4.1% | +8.9% | +14.5% |
| 3M | +13.2% | -5.2% | +18.4% | +11.7% |
| 6M | -7.0% | -12.8% | +5.8% | -10.5% |
| YTD | -15.0% | -4.6% | -10.4% | -14.4% |
| 1Y | -2.7% | -11.7% | +9.0% | -6.4% |
| All | -2.7% | -12.5% | +9.8% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling