+52.0%
KR vs CCI
-49.3%
+101.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.5% |
| 3M | -8.2% | -16.9% | +8.7% | -4.5% |
| 6M | -18.0% | -11.5% | -6.5% | -15.9% |
| YTD | -4.8% | -12.8% | +8.1% | -2.3% |
| 1Y | -11.0% | -17.1% | +6.0% | -7.9% |
| 3Y | +37.7% | -9.6% | +47.3% | +39.5% |
| All | +52.0% | -49.3% | +101.4% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling