+566.5%
KR vs CCI
+896.9%
-330.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | +0.6% | +2.1% | -1.5% | +0.4% |
| 3M | -9.8% | -17.8% | +8.1% | -7.9% |
| 6M | -22.1% | -14.2% | -8.0% | -20.9% |
| YTD | -8.1% | -13.3% | +5.2% | -6.8% |
| 1Y | -14.7% | -16.6% | +2.0% | -13.2% |
| 3Y | +28.6% | -10.8% | +39.4% | +29.3% |
| 5Y | +36.4% | -50.3% | +86.7% | +44.7% |
| 10Y | +120.8% | +22.5% | +98.3% | +112.5% |
| All | +566.5% | +896.9% | -330.3% | +323.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling