+6,706.3%
CME vs KR
+994.6%
+5,711.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | +5.5% | +1.5% | +4.0% | +5.1% |
| 3M | +11.0% | -8.5% | +19.5% | +13.4% |
| 6M | -9.7% | -21.9% | +12.2% | -3.8% |
| YTD | +4.9% | -6.9% | +11.7% | +6.4% |
| 1Y | +10.1% | -14.0% | +24.1% | +13.8% |
| 3Y | +53.5% | +30.3% | +23.2% | +40.0% |
| 5Y | +77.2% | +37.7% | +39.4% | +55.3% |
| 10Y | +282.1% | +125.2% | +157.0% | +162.2% |
| All | +6,706.3% | +994.6% | +5,711.7% | +2,249.3% |
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 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