-69.3%
CPNG vs KR
+86.6%
-155.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +3.1% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -7.4% | +5.1% | -12.4% | -7.3% |
| 3M | -12.3% | -8.2% | -4.2% | -12.6% |
| 6M | -19.4% | -18.0% | -1.5% | -20.0% |
| YTD | -35.9% | -4.8% | -31.1% | -36.1% |
| 1Y | -53.4% | -11.0% | -42.4% | -53.6% |
| 3Y | -20.0% | +37.7% | -57.7% | -20.9% |
| 5Y | -49.6% | +52.8% | -102.3% | -50.0% |
| All | -69.3% | +86.6% | -155.9% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling