+163.8%
CIEN vs KR
-13.3%
+177.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.7% | +1.8% | +6.3% |
| 7D | +8.9% | -0.2% | +9.1% | +8.7% |
| 30D | -19.1% | +5.1% | -24.1% | -16.2% |
| 3M | -21.5% | -8.2% | -13.3% | -24.1% |
| 6M | +2.8% | -18.0% | +20.8% | -6.6% |
| YTD | +49.5% | -4.8% | +54.2% | +49.0% |
| 1Y | +163.8% | -11.0% | +174.8% | +159.3% |
| All | +163.8% | -13.3% | +177.1% | +159.3% |
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