+220,291.7%
CSCO vs KR
+4,708.3%
+215,583.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.5% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | -10.1% | +1.5% | -11.6% | -10.5% |
| 3M | -11.7% | -8.5% | -3.2% | -10.3% |
| 6M | +40.1% | -21.9% | +62.0% | +47.2% |
| YTD | +43.8% | -6.9% | +50.7% | +44.4% |
| 1Y | +66.6% | -14.0% | +80.6% | +70.1% |
| 3Y | +108.5% | +30.3% | +78.2% | +90.1% |
| 5Y | +114.0% | +37.7% | +76.2% | +88.9% |
| 10Y | +366.8% | +125.2% | +241.7% | +246.9% |
| All | +220,291.7% | +4,708.3% | +215,583.4% | +61,644.4% |
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