+585.2%
CIEN vs KR
+30.0%
+555.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -0.6% |
| 7D | +5.4% | -2.7% | +8.1% | +4.2% |
| 30D | -13.7% | +1.9% | -15.6% | -12.8% |
| 3M | -23.0% | -11.0% | -12.0% | -25.5% |
| 6M | -0.8% | -20.2% | +19.4% | -7.0% |
| YTD | +43.1% | -7.3% | +50.3% | +41.1% |
| 1Y | +157.6% | -13.1% | +170.7% | +150.9% |
| All | +585.2% | +30.0% | +555.2% | +595.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling