-10.7%
CMG vs KR
-12.5%
+1.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.6% |
| 7D | -2.8% | +1.5% | -4.3% | -3.0% |
| 30D | +7.1% | +4.1% | +3.1% | +6.7% |
| 3M | +31.2% | -5.2% | +36.4% | +31.3% |
| 6M | +0.7% | -12.8% | +13.5% | +0.3% |
| YTD | -0.1% | -4.6% | +4.5% | -4.0% |
| 1Y | -10.7% | -11.7% | +0.9% | -13.7% |
| All | -10.7% | -12.5% | +1.7% | -13.7% |
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