+4,200.1%
KR vs CAG
+594.9%
+3,605.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | -1.3% | -5.3% | +4.0% | +0.3% |
| 30D | +1.5% | +1.0% | +0.5% | +1.2% |
| 3M | -8.5% | +17.4% | -25.9% | -13.0% |
| 6M | -21.9% | -16.8% | -5.1% | -18.0% |
| YTD | -6.9% | -6.8% | -0.1% | -5.6% |
| 1Y | -14.0% | -15.4% | +1.4% | -10.5% |
| 3Y | +30.3% | -37.1% | +67.4% | +46.0% |
| 5Y | +37.7% | -41.3% | +79.0% | +56.9% |
| 10Y | +125.2% | -35.5% | +160.6% | +139.7% |
| All | +4,200.1% | +594.9% | +3,605.3% | +1,728.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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