-11.2%
CRM vs KR
+11.3%
-22.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.1% |
| 7D | -3.7% | +5.3% | -9.0% | -4.2% |
| 30D | -1.1% | +18.9% | -20.0% | -2.9% |
| 3M | +15.5% | +23.3% | -7.9% | +12.8% |
| 6M | +19.5% | +5.0% | +14.4% | +16.9% |
| YTD | -15.5% | +13.0% | -28.5% | -14.3% |
| 1Y | -11.2% | +12.4% | -23.7% | -10.0% |
| All | -11.2% | +11.3% | -22.6% | -10.0% |
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