+133.4%
KR vs CAH
+294.8%
-161.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | -0.2% | -5.1% | +4.9% | +0.8% |
| 30D | +5.1% | +0.2% | +4.9% | +5.0% |
| 3M | -8.2% | +6.3% | -14.4% | -9.2% |
| 6M | -18.0% | +9.4% | -27.4% | -19.5% |
| YTD | -4.8% | +15.0% | -19.7% | -7.7% |
| 1Y | -11.0% | +55.4% | -66.5% | -19.1% |
| 3Y | +37.7% | +173.8% | -136.2% | +10.1% |
| 5Y | +52.8% | +395.2% | -342.4% | +6.8% |
| All | +133.4% | +294.8% | -161.4% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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