+379.9%
CSCO vs KR
+129.5%
+250.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.7% | +4.0% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -9.5% | +5.1% | -14.5% | -10.1% |
| 3M | -7.6% | -8.2% | +0.5% | -6.7% |
| 6M | +44.9% | -18.0% | +62.9% | +48.6% |
| YTD | +47.7% | -4.8% | +52.5% | +47.6% |
| 1Y | +69.1% | -11.0% | +80.1% | +70.6% |
| 3Y | +113.5% | +37.7% | +75.9% | +97.3% |
| 5Y | +122.8% | +52.8% | +70.0% | +99.9% |
| All | +379.9% | +129.5% | +250.4% | +299.2% |
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