+133.4%
KR vs CCI
+23.6%
+109.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +5.1% | +2.2% | +2.8% | +4.6% |
| 3M | -8.2% | -16.9% | +8.7% | -4.9% |
| 6M | -18.0% | -11.5% | -6.5% | -16.2% |
| YTD | -4.8% | -12.8% | +8.1% | -2.5% |
| 1Y | -11.0% | -17.1% | +6.0% | -8.2% |
| 3Y | +37.7% | -9.6% | +47.3% | +38.9% |
| 5Y | +52.8% | -48.9% | +101.7% | +68.8% |
| All | +133.4% | +23.6% | +109.8% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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