+593.1%
CEG vs KR
+61.2%
+531.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.7% |
| 7D | +12.1% | +4.6% | +7.5% | +12.3% |
| 30D | +0.2% | +12.2% | -12.0% | +0.5% |
| 3M | +0.7% | +24.6% | -23.8% | +1.0% |
| 6M | +2.2% | +8.2% | -5.9% | +2.8% |
| YTD | -20.3% | +15.3% | -35.6% | -20.4% |
| 1Y | -16.1% | +9.8% | -25.8% | -15.8% |
| 3Y | +134.7% | +71.4% | +63.3% | +110.2% |
| All | +593.1% | +61.2% | +531.8% | +538.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling