+4,297.1%
KR vs CAH
+14,302.1%
-10,005.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | -0.2% | -5.1% | +4.9% | +1.0% |
| 30D | +5.1% | +0.2% | +4.9% | +5.0% |
| 3M | -8.2% | +6.3% | -14.4% | -9.4% |
| 6M | -18.0% | +9.4% | -27.4% | -19.8% |
| YTD | -4.8% | +15.0% | -19.7% | -8.2% |
| 1Y | -11.0% | +55.4% | -66.5% | -20.3% |
| 3Y | +37.7% | +173.8% | -136.2% | +7.1% |
| 5Y | +52.8% | +395.2% | -342.4% | +2.7% |
| 10Y | +128.8% | +293.2% | -164.4% | +53.2% |
| All | +4,297.1% | +14,302.1% | -10,005.0% | +997.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling