+5,760.6%
CRM vs KR
+844.2%
+4,916.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.2% |
| 7D | -4.4% | -0.2% | -4.3% | -4.4% |
| 30D | +28.1% | +5.1% | +23.1% | +26.3% |
| 3M | +48.8% | -8.2% | +57.0% | +51.9% |
| 6M | +28.3% | -18.0% | +46.2% | +34.5% |
| YTD | -6.0% | -4.8% | -1.2% | -5.6% |
| 1Y | +1.4% | -11.0% | +12.5% | +3.3% |
| 3Y | +11.8% | +37.7% | -25.8% | -2.3% |
| 5Y | -2.0% | +52.8% | -54.8% | -19.3% |
| 10Y | +239.6% | +128.8% | +110.8% | +119.7% |
| All | +5,760.6% | +844.2% | +4,916.4% | +1,822.9% |
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