-0.8%
CRM vs KR
+52.3%
-53.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.8% |
| 7D | -4.4% | -0.2% | -4.3% | -4.4% |
| 30D | +28.1% | +5.1% | +23.1% | +27.6% |
| 3M | +48.8% | -8.2% | +57.0% | +49.4% |
| 6M | +28.3% | -18.0% | +46.2% | +29.5% |
| YTD | -6.0% | -4.8% | -1.2% | -5.8% |
| 1Y | +1.4% | -11.0% | +12.5% | +2.0% |
| 3Y | +11.8% | +37.7% | -25.8% | +4.3% |
| All | -0.8% | +52.3% | -53.1% | -10.2% |
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 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