+639.5%
CEG vs KR
+33.4%
+606.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.7% | +4.9% |
| 7D | +8.0% | +1.5% | +6.5% | +8.0% |
| 30D | +12.9% | +4.1% | +8.9% | +12.9% |
| 3M | +13.2% | -5.2% | +18.4% | +13.3% |
| 6M | -7.0% | -12.8% | +5.8% | -6.7% |
| YTD | -15.0% | -4.6% | -10.4% | -15.3% |
| 1Y | -2.7% | -11.7% | +9.0% | -2.6% |
| 3Y | +184.1% | +36.3% | +147.8% | +155.7% |
| All | +639.5% | +33.4% | +606.0% | +578.6% |
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