+122.0%
CSCO vs KR
+52.3%
+69.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.7% | +4.1% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -9.5% | +5.1% | -14.5% | -9.9% |
| 3M | -7.6% | -8.2% | +0.5% | -6.9% |
| 6M | +44.9% | -18.0% | +62.9% | +47.5% |
| YTD | +47.7% | -4.8% | +52.5% | +47.3% |
| 1Y | +69.1% | -11.0% | +80.1% | +70.1% |
| 3Y | +113.5% | +37.7% | +75.9% | +96.9% |
| All | +122.0% | +52.3% | +69.6% | +102.7% |
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