+37.7%
KR vs CAH
+176.8%
-139.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | -0.2% | -5.1% | +4.9% | +0.4% |
| 30D | +5.1% | +0.2% | +4.9% | +5.0% |
| 3M | -8.2% | +6.3% | -14.4% | -8.7% |
| 6M | -18.0% | +9.4% | -27.4% | -18.9% |
| YTD | -4.8% | +15.0% | -19.7% | -6.4% |
| 1Y | -11.0% | +55.4% | -66.5% | -15.6% |
| 3Y | +37.7% | +173.8% | -136.2% | +17.9% |
| All | +37.7% | +176.8% | -139.1% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling