-8.2%
KR vs CAI
-9.9%
+1.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.8% |
| 7D | -0.2% | -2.9% | +2.7% | -0.4% |
| 30D | +5.1% | +9.3% | -4.3% | +5.8% |
| 3M | -8.2% | +35.2% | -43.4% | -5.8% |
| 6M | -18.0% | +30.7% | -48.7% | -15.5% |
| YTD | -4.8% | -9.8% | +5.0% | -4.8% |
| 1Y | -11.0% | -28.9% | +17.8% | -12.2% |
| All | -8.2% | -9.9% | +1.6% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling