-11.0%
KR vs CAH
+57.9%
-68.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | -0.2% | -5.1% | +4.9% | +0.3% |
| 30D | +5.1% | +0.2% | +4.9% | +5.1% |
| 3M | -8.2% | +6.3% | -14.4% | -8.5% |
| 6M | -18.0% | +9.4% | -27.4% | -18.7% |
| YTD | -4.8% | +15.0% | -19.7% | -6.0% |
| 1Y | -11.0% | +55.4% | -66.5% | -13.7% |
| All | -11.0% | +57.9% | -68.9% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling