+4,005.7%
CMG vs KR
+784.3%
+3,221.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -3.8% | -2.7% | -1.2% | -3.2% |
| 30D | +12.9% | +1.9% | +11.0% | +12.4% |
| 3M | +18.8% | -11.0% | +29.8% | +21.8% |
| 6M | +4.1% | -20.2% | +24.3% | +9.2% |
| YTD | -2.4% | -7.3% | +4.9% | -1.6% |
| 1Y | -6.7% | -13.1% | +6.4% | -4.5% |
| 3Y | -7.1% | +29.7% | -36.9% | -15.7% |
| 5Y | -5.0% | +48.8% | -53.7% | -19.1% |
| 10Y | +323.5% | +122.8% | +200.7% | +189.7% |
| All | +4,005.7% | +784.3% | +3,221.4% | +1,523.1% |
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