+163.5%
CIEN vs KR
+1,222.3%
-1,058.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +6.9% |
| 7D | -5.3% | -1.3% | -4.0% | -5.1% |
| 30D | -17.2% | +1.5% | -18.8% | -17.7% |
| 3M | -26.9% | -8.5% | -18.3% | -25.9% |
| 6M | +16.0% | -21.9% | +37.9% | +21.4% |
| YTD | +45.9% | -6.9% | +52.8% | +45.1% |
| 1Y | +186.8% | -14.0% | +200.8% | +189.6% |
| 3Y | +607.8% | +30.3% | +577.5% | +519.0% |
| 5Y | +506.7% | +37.7% | +469.0% | +409.0% |
| 10Y | +1,438.7% | +125.2% | +1,313.6% | +952.3% |
| All | +163.5% | +1,222.3% | -1,058.7% | -28.2% |
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 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