-3.1%
CMG vs KR
+52.3%
-55.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | 0.0% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | +10.9% | +5.1% | +5.9% | +10.5% |
| 3M | +15.8% | -8.2% | +24.0% | +16.4% |
| 6M | +6.9% | -18.0% | +24.9% | +8.2% |
| YTD | -2.2% | -4.8% | +2.6% | -2.4% |
| 1Y | -7.1% | -11.0% | +3.9% | -6.8% |
| 3Y | -7.1% | +37.7% | -44.8% | -10.9% |
| All | -3.1% | +52.3% | -55.4% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling