+1,340.4%
CRWD vs KR
+170.9%
+1,169.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.6% |
| 7D | -2.8% | -2.7% | -0.2% | -3.0% |
| 30D | -5.9% | +1.9% | -7.8% | -5.8% |
| 3M | +29.0% | -11.0% | +40.0% | +28.4% |
| 6M | +91.5% | -20.2% | +111.7% | +90.1% |
| YTD | +78.2% | -7.3% | +85.5% | +78.0% |
| 1Y | +96.6% | -13.1% | +109.7% | +96.2% |
| 3Y | +397.0% | +29.7% | +367.3% | +391.8% |
| 5Y | +218.9% | +48.8% | +170.1% | +219.5% |
| All | +1,340.4% | +170.9% | +1,169.5% | +1,581.9% |
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